I work for a large publisher, and have been a book buyer for High St, supermarkets and book clubs. And I can honestly say getting pubbed ain't easy.
You're highly unlikely to sell anything that's been vanity published to any retailer other than Amazon, who will list it, which in itself won't help it sell. Plus most vanity company's editing, design and marketing efforts are minimal at best. However, if you're happy to pay the cost, you will end up with a bound book in your hand.
Your best bet, as Practical Matt says is to get agent representation, though that in itself is tricky, as they're drowning in submissions themselves. You could try some of the smaller publishers as well… I would also try a site like Authonomy (associated to Harper Collins), which is a peer site, and if something gets enough attention then it may get picked up by HC. Persistence without being annoying is key. Really polish up and self-edit the first chapter of your story, and send that out to agents and publishers. You'll mostly get ignored, but if it's well written, it's got a chance.
And as Corroded says, short stories aren't exactly commercial at the moment. Are you able to expand your novella at all?