Is it illegal to change names of owner for a car loan with co-signer?

Im trying to purchase a car and the people at the dealership told me i need a co-signer. I get a co-signer they run it all with my name first (me being the one with the not so good credit) and my co-signer second. This leads us to no financing because my co-signer lives in a different state and they have the better credit. What the dealership told me was with the way they ran it me then co-signer at least five banks have turned it down. I then ask "well switch the names" they tell me that it is against the law. I live in Tennessee so any help would be appreciated thanks for your time and sorry for my rambling i just really want this vehicle