Just to jump in - please all, do not hijack this thread by turning it into a ***** bashing thread. I've seen many local LFS as bad as, or worse, than *****'s.
Tangs are very delicate fish - I don't know if this is a new tank or not. And there is a very real risk of disease, regardless of where purchased. The survival rate of small tangs, regardless of species, is not typically good. Keep in mind that damselfish like you have purchased are quite hardy relative to other types of fish.
How long has your tank been set up? How much live rock do you have? I would strong encourage some sort of QT plan if you don't have one already.
I do suggest buying fish from a very good LFS, and by very good I mean one that has a large selection of specimens, will test and track your water quality, and has a warranty on their fish. Such a store may not be available, but if you have several stores, I do recommend buying such fish from them.