Advice from the NRA, when the jack-booted thugs ask for the serial numbers of your guns, just say no:

On the other hand, some of the agents have used heavy-handed tactics.  One reportedly demanded that a gun owner return home early from a business trip, while another threatened to “report” an NRA member as “refusing to cooperate.”  That kind of behavior is outrageous and unprofessional. 

Whether agents act appropriately or not, concerned gun owners should remember that all constitutional protections apply.  Answering questions in this type of investigation is generally an individual choice.  Most importantly, there are only a few relatively rare exceptions to the general Fourth Amendment requirement that law enforcement officials need a warrant to enter a home without the residents’ consent.  There is nothing wrong with politely, but firmly, asserting your rights.