You could most likely buy a gun off gunbroker. You would have to have it shipped to an FFL though, and that FFL would give you a bill of sale. You need a firearm bill of sale to pick up your card. If you go to pick up your permit without a bill of sale they will not give you the permit card. I usually encourage people to start shopping when you get the letter so you have a few weeks to shop around and not feel pressured into just buying a gun. There are quite a few FFL dealers in Ulster County. Gander Mountain will also do them.