I hear that if you call AIM Surplus, they will steer you to an FFL in your area who will do the transfer. Could be anywhere in your state. You call the FFL to let them know you are ordering the gun, and place the order with AIM, directing them to send the gun to the selected FFL.
Or, ask a local gun shop if they will do an FFL transfer for you. My guess is the smaller, specialty shops will be more likely to do this than a large retailer like a Wal-Mart.
The local dealer has to send an ink-signed copy of their license to the company you are ordering from. When the company receives the license, they can process your order. They send the gun to the FFL, you pick it up, pay the FFL fee (and shipping if you haven't already), fill out your yellow form 4473, pass a background check , and take your weapon home.