In some cases, you may have to make a purchase at a shop that does not accept research grant charge numbers. There are a couple of options in this case.
Many advisors have ``procurement cards"; these are credit cards that charge directly out of their grants. If you are ordering something over the phone or internet, or if you can convince them to let you borrow the card, this is just as easy as paying with a regular credit card. However, you can only charge up to $500 at a time on a procurement card.
If you know in advance that you are making a purchase and have time to allow the university to process the paperwork, you may be able to get a purchase order. This basically allows your advisor to say their account will cover the purchase being made and then get billed for the cost. Purchase orders may not be an available option for all graduate students, though.
Finally, you can pay for your purchase yourself and then get reimbursed. If you do this, be very sure that the faculty member you are working for agrees to pay the expense, or else you could end up footing the bill yourself. It's probably a good idea to double check the price first. Also, you will need to get a tax exempt form before making your purchase; Cornell and the research groups within it do not pay New York State sales tax, and you cannot get reimbursed for it. Show your tax exempt form when you make your purchase (they may or may not need to keep the form) and check to make sure the tax actually wasn't charged. Keep the receipt, and submit it along with a reimbursement form to whoever the faculty member has handling their account. Reimbursement can take anywhere from two to six weeks to be processed.