Gun-oil is the answer (you can think of it as WD-40's big brother, it's both lubrication and protects from corrosion, it'll also remove existing corrosion aslong as it's not too severe, and it's a fair bit stronger than WD-40 in my experiance), spray some gun-oil on a rag and make sure it gets all over the steel bits (might want to avoid getting it on the handle, it's slick stuff!), this should prevent corrosion quite nicely, and it smells good too, like a newly cleaned firearm
You'd want to do this after every game, one oiling is not going to last forever.. and if there is any existing corrosion, give it a good rub with the oil, it should come off aslong as it hasen't eaten its way into the steel.
Craig's food wrap idea may also be a very good one if you are going to store them for extended periods without useing them, but if you use them often and clean them with oil after each game, that should be enough.
Gun-oil can be purchased anywhere they sell guns (all guns, even if it's just Air-Rifles they sell, they will have gun-oil), so i have no doubt a local shop near you will have some, and there's allways the internet.