Associating customers with vendors

Perhaps I'm having problems related to roles/permissions, but I can only create an "other relationship" from vendors to customers, but not from a customer to a vendor. Further, it doesn't seem that I can manually associate an existing customer to an existing vendor.  Does anybody know what I'm doing wrong? Is there a way to take two existing records (a vendor and a customer) and associate them after they've both been created?

Thanks