Fillet that baby up and throw in a deep-fryer. I would just return to the pet store. Warn them if they don't give me a refund, there would be some casualties... (His feeders of course.) But he doesn't need to know.
3- go to said LFS and tell them you want your money back. Don't ask tell. If he gets lippy, drop the bomb that its an illegal fish and if he doesn't give him your money back, the police/whoever deals with this will be back with him tomorrow
4- profit
if you don't want to do that... kill the fish. people who house illegal fish just bring problems to all other fish keepers. Be responsible... suck it up and do it.
You could always try the nice and firm approach as well as letting them know that you are aware that they sold you an illegal fish. Just go back to the fish store and tell them that you purchased an illegal fish from them and you do not feel right keeping it. You don't want any problems so you would appreciate it if they would take the fish back and just give you store credit. To me credit at a lfs is just as good as real money.
By being reasonable and not taking any real money out of their pocket it may help you to avoid a stressful situation. If that doesn't work freeze it then throw it through their window.