Applying for a D-U-N-S number through Dun & Bradstreet will help you to establish your credit history with Dun & Bradstreet and other credit bureaus, as they use your D-U-N-S number to monitor your credit file. It is free on Dun & Bradstreet's website to apply for this number, and you will need it if you are planning to apply for an SBA loan.