The address validation tool we use recognises BFPO addresses whenever you're creating a new address in your address book, whether it be through your account details or just before you go through to payment.
You may get an error message if you pick a country outside of the UK for your address so simply enter your BFPO postcode, full address (if not autocompleted) and select the country as United Kingdom to have your order shipped out to your BFPO address.