Well....If you want to keep it then you need to have the following...Metal Halide lighting, a quiet, low flow area for it to live, access to a good supply of zooplankton, a kit to test your calcium levels and calcium supplements.
You can definately keep it as well as anyone else if you can provide what it requires.
If you don't have what is needed then it is probably better going back to the shop along with a stern telling off. If they disagree then pick up a copy of A Pocket Expert Guide - Marine Invertibrates. Any LFS that stocks books and marines should have it. Show them page 187