Open Question: Can a mortgage company dictate to me where my PMI has to come from?

I have been approved for a loan for a home..i am supposed to close in 2 weeks and was just told that the mortgage company can't secure PMI for me. I have been offered PMI through my insurance company. The mortgage company won't accept my company because they don't work with them. Is this legal? Or do I have a right to chose my own PMI company?