Wow...I've never kept filefish, but read up on these guys. They are. "Expert only" and really sound like high end expert until you can ween them off corals. Check out the bluezoo aquatics site if you have not already. They actually offer staff help and a "starter kit" for these fish, which I have never seen, even for an expert fish. Also a reference to an article.
My honest opinion is take it back to your LFS
and they should take it back. It's pretty bad that they sold it in the first ace without being sure you knew exactly what you needed to do.