There's Bobs in Salisbury, AFS (american firearms school) near one of the attleboros (forget which) and S+W in Springfield. I'm guessing AFS would probably be closest.
NH has Manchester Firing Line. (also called "MFL").
Go take the class at the Braintree Rifle & Pistol Club. The initiation fee is $75 & then you pay the $100 yearly dues ($175 total for a new memeber in year one). It's open 24/7/365 indoors and very close to home.