hi kirsty, what a terrible start, poor you. you can rest assured however that you are not at fault here, you've clearly been given poor advice from the fish shop, you're not the first person to have this happen and you won't be the last. we see it every single day on this forum.
there's a bit of research to do about your current situation to get you out of it. the first thing to read is the link in my sig 'whats cycling' this topic is designed for people in exactly your situation and will explain it all to you.
the bones of it is this though, the filter in the tank works by some bacteria which live in it, they eat up the ammonia (fish's waste) and convert it to nitrite, then another species of bacteria eats the nitrite and converts it to nitrate. both ammonia and nitrite are deadly and toxic, nitrate is toxic but only in massive quantities.
now when you buy a filter off the shelf in the fish shop it doesn't have all this bacteria on it, which means the filter can't process the ammonia, this then builds up in the tank and the water becomes deadly for the fish. The bacteria are present in the water, but only in tiny numbers so they can't handle all the fish's waste at first, over the first few weeks or months of a tank's life the bacteria will grow until they can handle the waste and the water is clean.
The problem being in the period where the bacteria are growing the water is often toxic enough to kill off all your fish.
Now what we recommend for people starting out is a process called 'fishless cycling' this is where you set the tank up with water and everything running but no fish in it, then you add pure ammonia to the tank to simulate the fish's waste, the bacteria will thenstart to grow. over a few weeks you test the water regularly and add more ammonia until you reach a point where the bacteria can process all the ammonia that a full tank's load of fish would produce. at this point the tank is then ready for fish and you can add them safely.
Unfortunately a lot of fish shops don't advise people of this method, it's relatively new so a lot of them simply don't know about it or are too set in their ways by the time someone tells them.
So if you find yourself in the situation with a tank that wasn't cycled fishlessly before hand but already has fish in there's really only one solution. all you have to do is water changes, this removes the ammonia from the water and keeps it clean for the fish. sounds simple but we're talking about a lot of changes here, most likely 50% changes every single day for up to two or three months. So it can be really hard work!
Anyway that's the bones of your situation, read the 'whats cycling' topic and post back with any questions from there.
Mature media adds a large amount of filter bacteria in one go, cutting your cycle from a few weeks to a few days at most. 
