There's no way to do that legally in Illinois. The state requires all residents to have a FOID (Firearms Owner Identification Card) to own a firearm, purchase a firearm, or even purchase ammo.
It is a felony to carry a loaded firearm, unless you are hunting or on a target range. It really is an anti-gun state, but then again, the state follows whatever precedence that Chicago sets, so it's really not that surprising.
Wheeler