If you are in Dallas, you can ship them to yourself using USPS. Otherwise they must be shipped to an FFL.
Seahawk, is it Maryland law that an FFL has to ship them to an FFL? Everywhere I've been anyone can ship to an FFL as long as the receiving FFL accepts it.
ETA: see questions 6 and 7...
https://www.atf.gov/resource-center/docs/0501-firearms-top-10-qaspdf/download