In the Customer Relationship Manager, you can mark a customer as "Tax Exempt" permanently. All future orders placed with this profile will automatically remove the taxes and report that taxed amount as an exemption.
To enable this feature for a specific customer, click the "Customers" tab and open up a customer's profile by clicking the "green people" icon or using the "Search". Within the profile, click the "Custom Fields" tab on the box on the right. Click the "Tax Exempt" checkbox and then "Save":