I'm going to move this to the NFA forum...
The store is both right and wrong. Supressors are perfectly legal if you do the proper paperwork and wait for ATF approval.
Form 4:
http://www.atf.gov/forms/download/atf-f-5320-4.pdf
Certificate of Compliance:
http://www.atf.gov/forms/download/atf-f-5320-4.pdf
Finger Print Cards:
http://www.atf.gov/forms/dcof/
You also need to find a Class 3 dealer to do the transfer, I'd guess that they probably have all these forms.