What store sold this to you? Being that they said it was a pygmy and it is not; also saying it is reef safe and is not. Those are two huge misconceptions and big misinformation. Did the employee look up the fish or did he give you this knowledge from his memory? If he got it from a book, he is just doing his job. If he told you this without looking it up, then he lied to you and as a customer I would not just accept that. I would definitely go back and complain.
If someone ever sold me a "reef-safe" cuttlefish and my whole tank died, I would be ticked off to say the least. Luckily, Marcye would never do such a dishonest thing. I won't shop somewhere in which I do not trust the owner to stand behind their word and the words of their employees.
Go back to the store and force them to take it back for an exchange. Their misappropriation of definitions is immoral and quite possible illegal(though I am not a lawyer, so I don't know).
If they still say "no," come back here and post about your experiences. I would be willing to bet that our club is the primary mode of monetary profit for most saltwater fish stores in Orlando. A negative feedback here can make all the difference for a company. I feel strongly in praising a company when they do you right, but moreover criticizing a company when they do you wrong.