I applied online. Once they get to reviewing and sorting through applicants, you will receive a call for an interview if you are selected to move on in the process. From there it is the standard 2-3 interviews by various management staff (including the initial interview).
The first one will likely be with the [Market] Team Leader who will be your boss should you get the job. For the second interview, you will be interviewed at the store where you will be based. The third interview will be with Regional Manager (the Market Team Leader's Boss). From what I hear, depending on how badly they need more employees, you may not need to go to a third interview.
The interview was for what they call a "Store Detective Intern." After some training you will be promoted to Store Detective and receive a pay increase as well.