The whole FFL thing is a hassle. FFL = Federal Firearms License. Before ordering guns online or by phone, the seller will need to have a copy of an FFL's license, signed in blue ink, on file. The rifle then goes to the FFL-holder, and you get it from him/her.
There's a couple ways to find an FFL. Check out your state's forum in the Hometown board, and maybe put up a post asking if anyone knows of an FFL in your area. If so, get in touch with that person and find out if they're willing to do a transfer for you. Usually, they'll charge a $15-25 fee for the service. If you can't find one that way, go to your local gun shop and ask if they're willing to do a transfer for you. Many gun shops are reluctant to do this, since they're rather you bought the gun from them instead of just doing the paperwork for you.
Either way, when you order the gun, you or your FFL will need to send the ink-signed copy of their license to the seller. The seller ships to the FFL, who does the background check and stuff on you, and has you fill out the 4473 form. Then the gun is yours.
As an example, the FFL that I use is a buddy of mine. When I found a gun that I wanted, I would order it online or call the place up and order it over the phone. Then I'd go see my buddy and get a xerox copy of his license, which he would sign in blue ink. I'd send that off to the seller along with payment for the gun, and they'd send him the gun. Then I'd go see him after he received the gun, fill out the paperwork, give him $25, and [i]viola[/i], new gun.