Not so, you can see a private doctor, get him to write a Rx and take it to the VA.  If it is a drug on their formulary, they will fill it as prescribed, if it isn't on their formulary they will substitute one of their drugs for it. I have personally done that many times. If the VA sent you to that private doctor, he can send the Rx straight to the VA

http://www.va.gov/healthbenefits/access/prescriptions.asp

Filling Prescriptions from Non-VA Providers

VA will provide medications that are prescribed by VA providers in conjunction with VA medical care. Medications are prescribed from an approved list of medications called a formulary. VA will fill prescriptions prescribed by a non-VA provider only if all of the following criteria are met:

• You are enrolled in VA health benefits
• You have an assigned Primary Care Provider
• Your have provided your VA health care provider with your medical records from your non-VA provider
• Your VA health care provider agrees with the medication prescribed by your non-VA provider.

Your VA health care provider is under no obligation to prescribe a medication recommended by a non-VA provider.