...I forgot the other 'official' way of getting the parts you need - design your model in the Lego Digital Designer software (free from Lego) which will generate a partslist and enable you to upload your model to the Lego Factory shop, and then order it.
The first few seconds of this video show a load of Lego Factory boxes being unpacked, and you can see someone using the software at the right of the screen to look at the building instructions.
http://vimeo.com/1640088?pg=embed&sec=1640088&hd=1
Only watch more than the first few seconds if you really like "Ca plane pour moi" by Plastic Bertrand...