You should be able to get you money back from the dealer. You may have claims under the Wisconsin Consumer Act and warranty laws that protect you as there is an unspoken warranty that the dealer has good title when it sells you the a product. If the product is a stolen item, then the dealer does not have good title. You can approach the dealer directly and ask for your money back and return the gun.
You may want to talk to the local police department about he gun. I do not recommend threatening the dealer with going to the police unless the dealer refunds your purchase money, as that may be seen as extortion that will only get you into trouble. If you want to talk to the police, just go the the police even before you approach the dealer. Then go to the dealer and advise him or her that you have verified that the gun was stolen in conversations with the police and ask for your money back.
I'm not sure what the police will do regarding the gun, whether they would take it from you. That may be a risk that you run. But you probably do not want to be in possession of stolen firearm regardless.
Answered on Sep 26th, 2013 at 3:12 PM