I wanted to buy some British ammo for a double rifle my father owned, a .400/.360 Westley Richards 2.75 Nitro Express. I found some ammo for it in England, and wanted to buy it along with some Rook rifle ammo. There is a type of FFL licensee that can do this for you, but they need an import permit also, which is rather expensive.
Look around for someone with the right type of FFL, I believe it is a Type 8:
http://en.wikipedia.org/wiki/Federal_Firearms_LicenseLet your wallet be your guide.
CDD