Grain has to be crushed. If you used it whole then you would not be able to get the sugars out through the husks. Well not very much anyways. That being said, you do not want the grain crushed into a flour. You want to crush them to open them up but leave the husks as close to intact as possible to aid in lautering. If you do a search you can find quite a few threads about crush consistancy.
Well. If you getting grains to do a brew you are doing today or tomorrow then have the LHBS grain them for you. If your buyiing for a brew to be done in several weeks then probably you want to invest in a grain grinder.