I merely made a joke about this once, and woo did I get a going at for that! Like I said, I am not 100% about all the laws but what I've been lead to believe there may be a list of animals you can shoot. Animals such as Pigeons and Grey squirrels on YOUR property. But I am not 100% about this and therefore if you really do want to shoot them :S please research and find out the laws for yourself.
I do know killing song birds such as robins is highly illegal. Doing this can give you a hefty fine if you get caught, and killing a red squirrel, well, I think you know the consequences of doing this! Woo that would cause some serious trouble.
If you have a license I am lead to believe you can shoot pest birds such as pigeons and squirrels, on a farm. But I am not sure about foxes, I think that is illegal.