If you advise the dealership when you order that you want it taxed on the morning of collection they will have no problem doing so. The dealership will understand your situation as know doubt they have gone through it before . As said it will be worth taking the entitlement in prior to collection save you hanging around, although it only takes a few minutes to do.
A snippet of the link I provided earlier:
How to claim for the first time
If you are buying a new vehicle from a dealership than you should take your Certificate of Entitlement and claim the free tax.
You can request a new certificate by contacting the appropriate number below.
DLA (GB customers only)
Born after 08/04/1948
Telephone: 0800 121 4600 Textphone: 0800 121 4523
Born on or before Before 08/04/1948
Telephone: 0800 731 0122
Textphone: 0800 731 0317
PIP (GB customer only) and AFIP (GB and NI customers)
Tel: 0800 121 4433 Textphone: 0800 121 4493
DLA/PIP (NI customer only)
DLA Tel: 0800 587 0912 PIP Tel: 0800 587 0932
War Pension, Service Personnel and Veterans Agency
Telephone: 0800 169 2277