Did anyone at the pet store suggest that you "cycle" the tank before adding fish? If they are suggesting the absence of nitrates or ammonia in a newly established tank, makes it OK to add fish, look around for another store. They'll gladly sell you the fish. Then when the tank gets cloudy and full of ammonia and nitrites from cycling, they'll sell you chemicals you don't need, which don't work. Then when your fish start gasping for air, itching on the rocks, and floating belly up, they get to sell you more fish. You and the fish lose, but they don't care.
African cichlids are hardy and really easy to keep under the right conditions. I hope it works out for you. It sounds bad so far though. Good luck anyway. Can I ask how big the tank is, how it's filtered, and what species you're looking at?
Here's an awesome website for info.
Aquarium Setup
