Sorry to hear about this. Your experience is the primary reason I never pay for any online purchase with anything but Paypal, where I only use my credit card. It gives me protection to get my money back.
Last I heard, I don't think you can use PayPal to buy guns. Sadly. (Of course, they're based in CA, where I think you can be sued for even thinking about a gun, so maybe they're just being prudent businessmen. Assuming you can be considered prudent if you choose to remain in CA . . . )