You can buy the single shot model for around 20 bucks at the home cheapos and another 10 bucks for supplies. You get about 3 choices of powder loads.
No licence needed, they aren't worth a darn for hunting rabbits and it won't help to mount a scope on one either. I quit using mine cause I found I could drive them just as easy with a big hammer. A good hard hit with a 2 or 3 lb. hammer will get more force than the 22 anyway. Driving nails into concrete is a combination of force and the sudden impact. Buy the nails and try the hammer, if that don't do it then buy the gun with the strongest loads they have.