It depends on where you are. IN the US, there are gold trust such as IAD or GLD (check chart at www.bigcharts.com), they are linked to Gold directly and can be traded like stock.
If you are in China, you can now open account with Scottrade and buy and wire transfer $20,000 to the US each year to buy the above products. This is a new foreign exchange rule approved after May 1st. Go to a Chinese bank and ask about details.
