  We theoretically investigate the inhomogeneous Fulde-Ferrell (FF)
superfluidity in a three dimensional atomic Fermi gas with Rashba spin-orbit
coupling near a broad Feshbach resonance. We show that within mean-field theory
the FF superfluid state is always more favorable than the standard
Bardeen-Cooper-Schrieffer (BCS) superfluid state when an in-plane Zeeman field
is applied. We present a qualitative finite-temperature phase diagram near
resonance and argue that the predicted FF superfluid is observable with
experimentally attainable temperatures (i.e., $T\sim0.2T_{F}$, where $T_{F}$ is
the characteristic Fermi degenerate temperature).
