Also, if it makes you feel better, try to keep in mind that a Ford Escort is more dangerous than a boxful of 357 magnum revolvers, statistically speaking.
http://www.scribd.com/doc/2624298/sten-mk2-complete-machine-...
Not terribly difficult considering you can reuse the casings. The primer is by far the most difficult part, but not impossible. Propellant is no more difficult to make than meth.
No you don't. You need a driver's license to operate a vehicle on a public road.
You don't need one to keep it at home and drive around your backyard/dirt road. Most states require a CCW permit to carry a gun around in public as well.
Guns are carried/licensed with the idea that people are not going to use them in public, except in emergency situations.
The law in most places doesn't treat prohibitions as categorical imperatives. If I'm going to be attacked unless I flee on a motorcycle, good luck finding a jury anywhere that will convict me for riding a bike without a motorcycle license.
And yet, carrying a gun, without a license, solely so that you can attempt to defend yourself in an emergency situation, will generally get you prosecuted in all but the most gun-tolerant areas[1] if you get caught or if you have to use it... prosecuted for not having a carry permit. (Ignoring unlicensed open carry -- which is legal in a few more places than unlicensed concealed carry is -- because, although I don't want open carry banned, I think it's tactically unsound.)
[1] Vermont, Alaska, Arizona so far allow unlicensed concealed carry, and in a few other places the DAs might choose not to prosecute you, but most DAs would at least try to prosecute.