Form 4473.
If you bought a rifle at WalMart (or ANY FFL dealer), you filled one out.
If you bought your rifle any time in the last 15 years or so (again, from ANY FFL dealer), you also had your name run through the National Instant Check System (criminal records check).
Other than the .22 rifle, about 18 years ago, I hadn’t bought any new firearms until more recent times when the FBI checks were well known to be in place. It just shocks me that they treat rifles like hand guns and disgusts me that they treat hand guns the way they do.