I wouldn't order directly from any manufacturer, even if they'll let you; you'll pay full price plus you cut your dealer out of the loop, only to have to pay him a transfer fee when you have to cut him back into the loop to transfer the piece to you. If you like your local dealer, why cut him out of the loop? Let your dealer order it for you, and 1) he makes money, 2) you'll get a better price - pretty much the same thing mentioned in one of the posts above - plus you may not have to pay a transfer fee (my dealer does not charge a fee when you buy from him)!
I recently ordered a RRA; if I had ordered from them straight off the 'net or over the phone it would have cost over $1K all told; my dealer ordered it and my total plus tax is just under $900 - just an example to show sometimes it's better to go through your favorite local dealer...
You also asked if you need a special license of something to order from a distributor...no, but distributors typically distribute only to specific businesses they have agreed to do business with, not individuals - Are you thinking you'll come out ahead somehow by using avenues that are either 1) more expensive or 2) not available to you; or are you trying to get around filling out a 4473 for some reason?