operation purple by various police forces around the world specifically tracks large amounts of potassium permanganate in shipping to make sure it is not diverted to the drugs trade. Used in the manufacture of either cocaine or heroin. sorry cant remember off hand which. this is likely to be more of a problem with the FBI than its use to manufacture home made explosives. At the amounts we are talking here they are liable to be uninterested. Shipping through the mail should be ok.

As for the advice to practice use indoors. I would suggest outdoors when there is no wind. This stuff stains incredibly well. Most things will stain dark brown not purple. The solution is purple but it usually stains brown. These stains usually will not come off. Leaving it in glass overnight will even stain the glass. Conc nitric wont even remove these stains. you have to use chromic acid. Will stain skin brown as well which wears off eventually.

Please note that potassium permanganate is not as soluble in water as it appears. Very small quantities turn the water an opaque purple. If you try to dissolve a lot of it then the crystals will still be at the bottom of the solution and will dissolve slowly. You just wont be able to see them.

If anyone wants an MSDS you can get one from Sigma-Aldrich.