Yeah well I would be willing to bet MA has some anti-gun law that extends to the ocean
come to think of it though, it is legal to discharge a firearm in MA if you are more than 500 feet from a dwelling like Swimmer said, but you also have to be 150 feet from a road, I wonder if there is something similar about navigable waters, of course that would be ridiculous, but who knows!
I would also be careful about the sound traveling and attracting attention, I bet a shotgun blast would make it pretty far on a calm day..