Welcome to the board.
First of all I would recomend that you get a book or two on SW fishkeeping. Most of the people here have found that you can trust very little of what your LFS (local fish store) tells you. You can also get allot of knowledge reading this bb. Especially using the search feature for specific questions.
Second, have you heard about tank cycling. Put simply this is a process where your tank develops a biological filter to break down wastes. Until your tank has fully cycled it will be uninhabitable except by damsels and a few other hardy fish.
Your tank has not started to cycle yet. This cycle can take a month or longer. During this time your ammonia levels will raise then lower, then your nitrite levels will raise/lower, and finally your nitrate levels will raise. Your nitrate levels will not lower themselves, so this is when you do a water change. If you change your water before nitrates rise to approx. 40ppm you are only prolonging you cycle.
Third, most people would say to stay away from UGFs (under gravel filters). After a while they will stop working effectively and lead to high nitrates. You will see many posts about removing UGFs for LS (live sand). I wouldn't panic about it, but UGFs are old technology now replaced by a more natural use of LS and LR.
Good luck. Read allot, and don't do anything until you research the options.
While I was writing this post two other people responded with very similar advice, and I agree with everything they said.
[ June 19, 2001: Message edited by: Marine QA ]