According to the guys at the Indiana Gun Owners forum, it is not not legal to transport your pistol to a gun range, in Indiana, without a carry permit.
Carrying a handgun without a license or by person convicted of domestic battery
35-47-2-1 Sec. 1. (a) Except as provided in subsection (b) and section 2 of this chapter, a
person shall not carry a handgun in any vehicle or on or about the person's body, except in the
person's dwelling, on the person's property or fixed place of business, without a license issued
under this chapter being in the person's possession.