I remember stories my father used to tell me about carrying loaded firearms in his vehicle and the officers never having a problem with it, even carrying concealed sometimes.
The Original Poster went to the station of his own free will. He advised,he asked for instructions on what should be done about his firearm. The LEO's were curteous and respectful. I believe this is what my father used to refer to as "showing common courtesy" you may want to carve the days event into stone or something. Those day's are long gone and you would have most likely never gotten that sort of treatment from a larger populated village,town or city.
I once reported a break-in at a place near my house. The sheriff pulled in as I was (i was driving when i witnessed it and i drove to the police station while on the phone and headed there as instructed). The chief grabbed the shotgun and proceeded in the front door knowing there may be two masked men inside. The female officer told me to go watch the back door. I asked her for her BUG and she refused, so I went and got mine(just a brief jog was needed). A Maverick bullpup 12ga. with eight 00 buck. The chief came back out without the suspects and thanked me as back-up was arriving. Four day later i received a knock on the door. It was the chief, we had a nice discussion and he told me there are very few people that would had done what I had, and he wished that there were more people around that would react the same as I had.
He asked me if I had every thought about being an LEO and if i had ever wanted to, that he would have a spot for me. I didn't carve it in stone because he also had written an excellent letter and framed it for me.
I would return them a favor. Think of something no one in these times would do, and show them that you were appreciative. I probably wouldn't take donuts.
"If ye love wealth better than liberty, the tranquility of servitude better than the animating contest of freedom, go home from us in peace. We ask not your counsels or your arms. Crouch down and lick the hands which feed you. May your chains set lightly upon you, and may posterity forget that you were our countrymen."
-Samuel Adams
I had to evict a renter for non-payment of rent and to make a long story short the renter ended up threatening me. So I go to meet a LEO at the station and after I walk up to the officer I give the required speech and she smiles and said thanks. I explain why I'm there and Patrolman Woodford asked me to come inside and file the paperwork. A lieutenant was the night-duty officer and I stated that I was still armed and should I take my weapon to my vehicle and he said not to bother. Both LEOs were very courteous and professional both in appearance and manor. I must say that I was really impressed by them. For a small town these two were outstanding. 
