If you're stationed there, I'm assuming you're military...send it using household goods and you won't have to do a thing with it. Only downside to that is the time it takes to get to your next location. If you're going to fly with it, take the reg off the tank...won't have to do anything with the gun, but make sure everything is in checked baggage. And I'd recommend contacting your airline and seeing if they have any additional requirements.
If you've killed a real terrorist halfway around the world, and not just your paintballing buddy pretending to be one, put this in your sig