Contact a local independent record store. Ask for a manager or whoever may be in charge of store inventory to discuss a consignment deal. Large retailers may be reluctant to work with independent artists, as they tend to purchase mass quantities from larger distributors.
Establish the terms of your consignment deal. Decide on a share that gives you a fair profit considering the CD's production costs. Ask the store manager or consignment associate how much they generally take per unit for such deals. Add the two figures to determine the final retail price.
Create an invoice to keep record of the consignment terms and how many units you have released to the store. Share the invoice with the record store and keep a copy for your own personal record.