It's easy - you simply need either two accounts (a trial one works fine), and then take your horde character to a neutral AH (I use Gadgetzan), and take your Alliance character (from yoru other account) to the same AH. Then place your item for sale - at a high price if you are able so that others aren't likely to buy it, and then bid on the item with your other character. To transfer the high amount of money back again, simply put a ludicrously cheap item on the AH for the full sum you want to transfer. It's unlikely anyone will bid on it - but so what if they do? Then bid on the item with the other character and then, apart from the AH's cut, you have done the transfer.
I have two characters, on seperate accounts, one Alli one Horde at Gadgetzan AH permanently - if anyone's interested in me helping to organise a transfer, let me know.
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