I've learned all this the hard way. First, if you ordered from SWF.com, you are ahead of the pack, as I've had great luck with their fish.
Freshwater dips really stress out your fish. Keep your new fish out of your main tank for 3-4 weeks. Observe them during this time, and you should be able to determine if they have ick.
If they do have ick, then you perform a hypo on the tank, and that will destroy the ick. Search this forum for "hypo" and read up on the subject. Doing thinngs the right way will save your fish and save you money and time!!