in your auto complete list of customers, if a customer keeps on typing and no result is returned you can return a result of a clickable text like "Add New Customer..." which when clicked will link to the "Add New Customer" form from which when the customer clicks save, it returns to the order page with all the fields that were originally filled still filled, and the newly added customer also filled.
download bmml source – Wireframes created with Balsamiq Mockups
