You can order it online but it has to be sent to a FFL holder in your state where the sale will be recorded and the normal transfer of ownership paperwork is filed along with any backround check. You just can't order a gun on the net and have it sent to you unless you have a FFL (Federal Firearms License) at least as far as i know.

Some states do allow a person to person private sale without the usual paperwork but both the seller and buyer have to be residents of that state. Here in NJ everything has to go through a FFL holder.