Bruno,
In the US, owning a firearm is right, not a privilege. There can be reasonable limitations on this right, like denying convicted felons the right to own a firearm. In order to carry concelled, at least in most states, you have to take a test which I believe would be similar to the one you described. You also have to be an appropriate age to own a gun. However, this nation was founded on the gun, and lives by the gun, and gun control is a very bad thing.
I quote:
Mao Tse Tung: "All political power comes from the barrel of a gun. The communist party must command all the guns, that way, no guns can ever be used to command the party." (Problems of War and Strategy, Nov 6 1938, published in "Selected Works of Mao Zedong," 1965)
George Orwell: "That rifle on the wall of the labourer's cottage or working class flat is the symbol of democracy. It is our job to see that it stays there."
John F. Kennedy: "By calling attention to 'a well regulated militia,' 'the security of the nation,' and the right of each citizen 'to keep and bear arms,' our founding fathers recognized the essentially civilian nature of our economy... The Second Amendment still remains an important declaration of our basic civilian-military relationships in which every citizen must be ready to participate in the defense of his country. For that reason I believe the Second Amendment will always be important." John F. Kennedy, Junior Senator of MA in a 1959 letter to E.B. Mann [From the 1974 Gun Digest, article titled Gun Laws]
I could go on, but you get the point. I, for one, am proud to live in a nation where the government does not tell the people what they can do, but the people tell the government just how much power it is, and is not, going to have.