No you absolutly do not need to have a FFL to purchase any firearm. They require a FFL because they will only ship to a FFL holder because of paperwork and gun laws governing the sale of guns. You can purchase the fire arm but it must be shipped to a FFL holder.

You simply go to your local gun shop and they will give you a signed copy of their FFL and you will send them the signed FFL and they will ship the gun to the gun shop. The gun shop will probably charge a fee to handle the transaction and paper work for you and the company. It is usually $10 - $25.

This is so that there is a record of the sale of the fire arm and they can do a back ground check on you.