A gun runner was an individual who purchased weapons and military technology on behalf of an organization. They would also arrange for the transportation of such materials to their intended recipients. This was typically done illegally on the black market.
Sakonna was a gun runner for the Maquis. In 2370, she wished to purchase various items from Quark, including photon torpedoes and phaser banks. Quark was able to arrange for the items that she wanted. However, after his arrest and interrogation, she too was arrested for her activities. (DS9: "The Maquis, Part I", "The Maquis, Part II")