Because this is not true log shipping. I have no control over the primary server - it belongs to the vendor and I can't touch it. Instead, they are sending me their transaction log backups via FTP.
So this is log shipping in the sense that it's a transaction log restore, but it is not something I can easily set up with the wizard. I anticipated having to write my own application to go through the logs, determine the restore order and carry out the restores, but if I can leverage sqllogship.exe to do this for me instead I will gladly do so.
It seems that I'm so close to having it work. Hope I can figure out the remaining bits.
Microsoft Certified Master: SQL Server 2008
Blog: The Outer Join