I had to send in two transcripts: one from high school, one from college. The method SemperExcelsius described works for high school, but no such space exists for college. I called the admissions number, and they told me to send my college one to the following address:
United States Naval Academy
117 Decatur Road
Annapolis, MD 21402-5018
That's probably the same address for your situation as well; however, I'm still waiting for it to show up as received on my online application, so I can't guarantee it!