You need an ATT (Authorization to Transport) form. This allows you to transport your hand gun to and from the range only. You can't keep it in your car and you're not supposed to stop off at some random place during transportation. Gun must be cased and locked. If you carry a hand gun out of its case into a local range, like shooters edge, they will probably shoot you.
More info:
http://en.wikipedia.org/wiki/Authorization_to_Transport
In addition, I think it has been entioned in this thread as well, there is ATC (Authorization to Carry) in Canada. Anyone with a valid PAL, ATT and registration can apply for ATC. Meaning, you can apply to carry a concealed weapon, like in many states. However, you have to prove that it is necessary for you to do so. As I understand it, only around 50 have ever been issued.
In addition, Canadians were at one point able to get Concealed Carry licenses for multiple states. A few years ago, Canadians were taking the Utah Concealed Carry course, because Utah's certification were recgonized in 13 or 14 states if I recall. After you did this course and went through the red tape, you could transport your hand gun to certain states, and conceal carry in those states legally, just like any American. I remember they trying to shut this down because a lot of people were doing it, i'm not positive if it's still possible or not as of now.