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This is the scoop. You need to declare that you are checking in a package with a gun. Then you sign some forms. The package then gets priority handling and storage during the flight. That is understandable. Who at the airline wants to be responsible for a gun checked in disappearing? I like this idea. Except you need to carry a gun and bring it to the airport.
The more sensible approach might just be to Fed Ex your item and insure it. That way the shipping company has a financial incentive to make sure you package arrives without being tampered. It is a little more hassle than checking a package. However it may give you more peace of mind that bringing the gun along on the flight.