I was just in Boston about a month or so ago. I saw that sign on the way out of the city and asked my friend who lived there about it. OP was right, it's an anti-gun group (Brady IIRC) lobbying to "close the gun show loop hole." My friend, who's about to start the process of getting a CWL, said that campaign is a joke because up there you first have to get a firearms license which allows you to purchase guns, then you must go through the regular background checks and forms like we do when you actually buy the gun.
He was telling me all about the process of trying to buy a firearm and getting a CWL, it made me real glad I live in Georgia and enforced the fact I don't want to move up north.
Damn Yankees.
Edit:
Just another strange sight I saw up there, in contrast to that huge sign. I saw a house with a Gadsden flag hanging on each side of the front door.