You have to take a test before the interview. Which is kind of odd. Once you have completed (in the time they give you) then you will proceed with the interview.
I applied through other source. The process took 2 weeks. I interviewed at Oklahoma Insurance Department (Oklahoma City, OK) in Nov 2010
Interview
The interview process was highly political, but the position for which I was being considered was among the most closely associated with the agency's elected leader. A couple of questions were quite personal and, in the strictest sense, probably not legal. (Details below.) The interview process in my case took a couple of days and involved meeting not only my future boss, but several of his advisors.