If you were denied (not delayed) then the dealer is required to give you the NTN (NICS Transaction Number) as well as information on appealing your denial.
Go back to WalMart and ask for the NTN that they recorded on the 4473.
Visit the FBI NICS website: http://www.fbi.gov/about-us/cjis/nic...s/appeals-home
it outlines the process for filing a NICS Appeal.
If you have questions about the process please call FBI NICS Customer Service 1-877-444-NICS (6427). Be aware that NICS will not give you the reason for the denial over the phone. You will have to put your information request in writing. You can also fax or email your request for information letter.
FBI NICS will respond to your information request within five business days. (the actual appeal can take up to five months)