Couple of things. Make sure the BIOS is NOT set to quick POST. This will allow a reasonable check on your RAM. You should see it count up correctly on your POST screen.
2ndly, not all RAM is compatible. Don't let anyone tell you otherwise. 2 sticks of seemingly the same spec may not work together. Try, where possible, to buy matched RAM.
On the PC World side, go down on a busy Saturday afternoon and make some noise. Don't let them fob you off with the "we'll have to test it sir" routine. Tell them that your pc doesn't work thanks to their sale of faulty goods and that you need your pc for your job.
You get the idea, give them a bit of bull, but do it when they are busy. You will be suprised at how helpful they become. Of course it helps if you have a big mouth like mine!!
In PC World's defence, they do SOMETIMES have good offers on compared with other shops, but I do stress SOMETIMES. As part of the Dixon's group they have also been charged with fraud for selling pre-used (usually ex-demo) parts / pc's as new.
Another thing you can do is to remove your existing ram and see what happens with the new stick. If it doesn't work then its obviously faulty. If it does, then its probably a mis-match between the sticks.
. Still, could be worse, could be "Sony Support" 
