Ok... I'll start with the obvious... 420??? It's a good way to lose your ability to have a concealed carry license. I could be reading too much into it but alas, it is the interweb.
Start here.... http://www.atf.treas.gov/
HK's are great pistols, but if you are ever wanting to conceal it, they are quite big. Not to mention that suppressors are very impractical. I have one, legally, but it still is a very impractical piece of hardware.
If you are looking for a good pistol, HK's are very reliable, but expensive. They do pretty much what every other pistol does, but not so much more accurately that can justify spending what it costs for one.
Tell us more about what you want it for. Plinking? Concealed carry? Home defense?
HK's are build like tanks, they do what they are designed to do, but there are cheaper pistols that do it as well if not better... a la Glock's. I find my HK to be more of a range gun/safe queen than an everyday shooter. The two pistols I shoot the most are my Kimbers and my Glocks.
The suppressor issue is more of a novelty than anything else. They are cool for what they are, but totally unusable in everyday situations. Unless of course you are taking the career path of someone the likes of characters in the movie "Grosse Point Blank" or "Collateral". But again, that's all Hollywierd hype. All suppressors are Form 4, a lengthy and pretty expensive process, but I digress.
HK USP's are fun to shoot, but again it matters what you are planning to use it for. I never carry my USP because I'm not 6'4" and 240lbs... well except for the 240 part. If you are new to pistols in general, I'd recommend a Ruger 22/45 in .22 caliber. Start small, learn the basics and move up from there.