Scuba shops do not fill or refill oxygen. Scuba tanks are filled with compressed regular air. Medical oxygen requires a doctor's prescription.
Get your oxygen from the same place the lfs gets it, ...from a welding supply outlet. You'll need to have your own tank to trade in for a full tank (I bought mine off ebay). You'll also need your own regulator since a regulator rental can cost up to $35. I get my refills at Air/Gas. I bring in my empty and swap it out for a full tank for $8.