You are right. Another way to solve it is for one of your (US) friends to order the parts for delivery to his address and then for you to buy them second hand from him for shipment to Canada. This has worked.
I was really hoping to find a solution that would work for those who aren't as close to the border.

An alternative supplier might be: http://www1.mscdirect.com/cgi/nnsrhm
From their FAQ: "Q: Does MSCdirect.com accept international orders?
A: If you are ordering from an international location, please call International Sales, Monday through Friday 7am-11pm ET and Saturday 8am-5pm ET at 1-888-880-2048 or fax at 001-248-200-4045. Delivery, duty, and tax are the responsibility of the customer and warranties are void outside of the U.S."
I have not ordered from them but their online catalog seems to have a large variety.