Just to clarify what jar said, it has to be through an FFL. No face to face sales between residents of two different states without an FFL.
Also, even though FOPA theoretically protects you, I would be wary of trying to bring a long gun through MA that MA state laws says you can't have (e.g. an "assault weapon", or a "large capacity weapon" without a non-res permit). If it's either one of those (although it's not going to be an assault weapon if you live in CT), you'd be safer shipping it to yourself rather than bringing it back with you. If it's neither of those, then MA state law, as well as FOPA, allows you to travel with it through MA, as long as it's unloaded and enclosed in a case.