Canaries don't look like sparrows. I work with sparrows and they usually have lots of their own distinct and bold coloration (browns and grays and blacks) - natural canaries do not. They are usually creamy yellow with blended gray, but usually nothing all that distinct (especially domestic ones). When their gray is bold, their yellow is VERY bold (from what I've seen). Plus, house sparrows and canaries are very differently shaped. Sparrows are smaller and stouter, whilst canaries tend to be longer. I think it might be a sparrow and the petshop worker doesn't quite know what they're talking about.

Here's a picture of a wild canary, with dark and distinct gray/brown:

http://www.fortunecity.com/greenfield/tree/120/images/Wild_canary_male_RZ.jpg

Do you see how the yellow is also dark and distinct?

Here's a picture of a sparrow:

http://www.backyardbirdcam.com/gallery/sparrow-house-f-lg2.jpg

Notice how round it's abdomen is?

And lastly, here's a basic, domestic canary:

http://www.newmainspetsupplies.com/userimages/Canary.jpg

See that it's abdomen is more oblong?

I hope all this information helped out =)