This guy had a similar problem. http://thefiringline.com/forums/showthread.php?t=512304
It is pretty common problem.
It is a good idea to have a copy on you. I carry a full sized copy in my range bag and a pocket sized one in my wallet.
I dont believe it is required any where that you have the paper work on you but it can save you a huge hassle. AFAIK the only people you are required to show it to is ATF agents but I have shown mine a few times.