1. A method of performing scanning in a wireless LAN system, the method comprising: generating, by a scanning station, scan request information to indicate active scanning; waiting, by the scanning station, until probe delay time indicated by the scan request information expires or an indication primitive indicating a physical layer of the scanning station has successfully received a valid physical layer header of a new physical protocol data unit (PPDU) is received at a medium access control (MAC) layer of the scanning station; and upon waiting, determining, by the scanning station, whether to transmit a probe request frame by checking whether a broadcast addressed probe request frame received at the scanning station identifies an access point (AP) which the scanning station considers a suitable candidate for association, wherein the scanning station does not transmit the probe request frame if the broadcast addressed probe request frame identifies the access point (AP).