As of Jul 1, 2011, a permit is no longer required to transport a handgun to the range etc. in Indiana. Must be unloaded, etc.
From the Indiana State Police Site:
http://www.in.gov/legislative/ic/code/title35/ar47/ch2.html
IC 35-47-2-0.1
Application of certain amendments to chapter
Sec. 0.1. The amendments made to sections 3, 5, 7, and 23 of this chapter by P.L.140-1994 apply to crimes committed after June 30, 1994.
As added by P.L.220-2011, SEC.618.
IC 35-47-2-1
Carrying a handgun without a license or by a person convicted of domestic battery; exceptions
Sec. 1. (a) Except as provided in subsections (b) and (c) and section 2 of this chapter, a person shall not carry a handgun in any vehicle or on or about the person's body without being licensed under this chapter to carry a handgun.
(b) Except as provided in subsection (c), a person may carry a handgun without being licensed under this chapter to carry a handgun if:
(1) the person carries the handgun on or about the person's body in or on property that is owned, leased, rented, or otherwise legally controlled by the person;
(2) the person carries the handgun on or about the person's body while lawfully present in or on property that is owned, leased, rented, or otherwise legally controlled by another person, if the person:
(A) has the consent of the owner, renter, lessor, or person who legally controls the property to have the handgun on the premises;
(B) is attending a firearms related event on the property, including a gun show, firearms expo, gun owner's club or convention, hunting club, shooting club, or training course; or
(C) the person is on the property to receive firearms related services, including the repair, maintenance, or modification of a firearm;
(3) the person carries the handgun in a vehicle that is owned, leased, rented, or otherwise legally controlled by the person, if the handgun is:
(A) unloaded;
(B) not readily accessible; and
(C) secured in a case;
(4) the person carries the handgun while lawfully present in a vehicle that is owned, leased, rented, or otherwise legally controlled by another person, if the handgun is:
(A) unloaded;
(B) not readily accessible; and
(C) secured in a case; or
(5) the person carries the handgun:
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(A) at a shooting range (as defined in IC 14-22-31.5-3);
(B) while attending a firearms instructional course; or
(C) while engaged in a legal hunting activity.