Depends on the specialty. If you are going for an advanced spot in an allo program like Rads, Derm, Ophtho, etc. then its pretty simple. You apply for your DO internships, then wait for the NRMP to find out if you matched to your MD advanced position. Problem lies when there is a conflict. One of my MD radiology residency interviews was at a program that had a linked internship (not many of these around though), but if I had ranked a DO internship and matched, it would have taken me out of the running for that residency....and I wasn't about to give up a chance to be a radiologist by being stuck in a traditional rotating internship. I even applied to some DO radiology programs that have linked internships, but b/c of geography and the one program with the linked internship, I dropped out of the DO match and went straight with the allopathic match. I had to apply separately for MD internships but I applied mainly with transitional year internships so that there wouldn't be much trouble getting it approved by the AOA.
Fortunately I matched at a Transitional Year Internship that also has a DO traditional rotating internship counterpart and we do the same rotations so I don't forsee any problems getting it approved by the AOA. So it worked out for me but it all depends on which state you want to do residency in, and what specialty you want. I matched into a radiology residency in CA, so I didn't really have to have my AOA internship approved, but it'll be nice.
Good Luck.