Supplier Setup Question: We need help on how to link two suppliers that have seperate FED ID's but a

We have procured goods from a supplier and setup a PO with a FED ID# but this supplier is using a payment procesisng center with a different FED ID# and wants us to remit payment to them.  We are now seeing more scenerios like this and do not know how to setup this supplier. We were reading about the "Supplier Relationship" process but are not sure if this is process we would want to proceed. Any assistance would be helpful.