You need to do two things.
First - Create a data connection to receive data from your SharePoint list.
Second - Create a rule in your list drop-down control to query your recently created data connection, and then set the field values (in your infopath form) according to the list-box entry.
Example - you want to set the phone number field in your infopath form to the Phone number column in your sharepoint list.
Create a rule to "set a field value". In the field box, select your phone number field. In the value box, hit the function button then select "insert field or group". Browse to your share point list and highlight your telephone number box. click on the "filter data" button. Add a filter of Vendor_Name (infopath form) equals Vendor_Name (sharepoint list).
Your field value box should look something like this.
@Phone_Number[@Vendor_Name = Vendor_Name]
Repeat this for each field you want to set in your infopath form.
If my instructions are confusing... try looking at the following article by infopathdev.... it's very similar to what you have to do.
http://www.infopathdev.com/blogs/mel_balsamo/archive/2009/03/24/active-directory-template-part.aspx