Just wrap it in a CTE:

; WITH cte AS

(

SELECT DISTINCT EDI_PARTNER_CD

FROM MG_EDI_PARTNER

UNION ALL

SELECT TOP 1 '(NULL)', EDI_PARTNER_CD

FROM MG_EDI_PARTNER AS MG_EDI_PARTNER_1

WHERE (DELETED_FLG = 'N')

)

SELECT EDI_PARTNER_CD

FROM cte

ORDER BY

CASE EDI_PARTNER_CD WHEN 'INTTRA' THEN 1

WHEN 'GTNEXUS' THEN 2

WHEN 'DAKOSY' THEN 3

WHEN 'DAMCO' THEN 4

WHEN 'DBH' THEN 5

WHEN 'BMW_CONT' THEN 6

WHEN 'CATERPILLAR' THEN 7

WHEN 'CARGOSMART' THEN 8

WHEN 'EXPEDITORS' THEN 9

ELSE 10 END,

EDI_PARTNER_CD

As a side note: I changed UNION to UNION ALL together with a TOP 1 in order to reduce overhead (UNION is required to remove the duplicates caused by the missing TOP 1).