In Illinois you need to apply for a F.O.I.D. card. They do a backround check to make sure you don't have a history of murderous or suicidal issues. Ten dollars and 30-45 days later you are legally allowed to buy a gun.

I just recently applied for my F.O.I.D. card. Plan to go to the gun ranges and fire off some guns to see what I like. If it's something I get into, the 50AE Desert Eagle looks fun > : ).