We purchased a truck recently with the same experience. We had our own financing going in... but the truck was going to be a little more than what we had originally decided on. We told them to go ahead and run us with no more than 3 lenders. That's what he said he did... but a few days later when I checked - he had run us all over. Both of us gained 10+ inquiries a peice - knocking our chances of any other credit applications for anything else during the next year out of the water. Some of them are labeled Auto Financing, or Credit Unions, or Auto Dealers, New, or Bank, etc.
We called the dealership and they simply stated that after we signed the paper allowing them to run us.... they could run it wherever they wanted. What a joke. Oh well, you live and learn!! 