I know I'm gonna wish I hadn't said anything, but on the one in a million chance that this deal actually went through, and I doubt it, you have a number of options.
1. If this rifle will indeed go full auto, that is, rat-tat-tat-tat-tat etc. (Yeah I know the sound effects suck) contact the dealer and take it back to him NOW. As it already been said here, you cannot take possession of a machine gun until the paperwork clears.
2. If he will not take it back, you take it to the BATF and turn it in.
OKAY EVERYONE! STOP THROWING ROCKS AND LISTEN.
"Knowingly and intentionally" plays a big part here. I say this because if he did sell you an illegal machine gun, this is the kind of guy that sooner or later will step in it and go to jail. If his records are confiscated, guess whose name they'll find. If you bought this from a dealer and got a receipt, you bought it in good faith, thinking you really lucked out. At least that's what you posted. If it really is illegal, the longer you hold on to it, the worse it will look for you. What I'm trying to say it to absolve yourself of it. I'm not saying to get in bed with the BATF, FBI or any other LEOs. I'm as pro gun as anyone but I see no reason to check into Club Fed over a machine gun and a Hesse at that. If you don't believe what others here said about Hesse, go to the FN FAL websites that offer gunsmithing and see what they say about Hesse receivers.
I'm going to don my fire suit now and wait for the flames.