Whenever I appeared as support for someone, I always asked them if it would be OK for me to announce that I also have CDs. To a man they agreed as a matter of course, and artists like Vin Garbutt, Eric Bogle, Robb Johnson etc even offered to put them on the same table next to their merchandise.
I agree partly with Scrump - each and everyone has the right to sell CDs at a concert; but Breezy has a point too: I would defer to the guest as regards drawing the attention of the audience to the fact. Not as a right, just as common curtesy, as they are rightly hoping for some income from album sales to supplement their (sometimes meagre) fee.
Once or twice, when supporting a guest at one or other of my "home" clubs, people brought my also having albums for sale to the audience's attention - with the kindest of intentions. In such cases, I reply jokingly with something like "...and the price is £x plus showing me one of (guest)'s albums" to make the point that I would like the guest to have priority in sales.