It is normal -- but you should stock guppies either single-sex or a ratio of two females to each male. Otherwise between them the three males will harass her (possibly to death)
The shop should have warned you about this when you bought them, so I would suggest taking the female back and getting another boy, or (depending on your stocking) getting a few more girls to go in with her. Of course you will then end up with about eight billion fry unless there is something else in the tank that will eat them for you.
If you want more info, try posting in the Common Livebearer section of the forum.
Good luck!