It might have gotten used to the warm conditions in the shop, and planting it out has given it a shock? or be too dry? or too waterlogged?
Did it have a good fibrous root system when you bought it? or just a couple of thick roots? if no fibrous roots, I would dig it up and take it back, ask for another one and look at the roots before you take it away.
All might not be lost. Scratch away a little of the bark, if still green underneath, it's alive. Make sure that the soil is well packed around the roots, so they come into contact with the soil - I would heel carefully with my foot all around the base to make sure that its well in the soil. If the soil is heavy clay, and the compost you used is too light, the hole you dug may form a sort of sump and fill up with water, drowning the roots - so mix the compost well in with the soil, or plant direct into the soil.
Let us know how it goes :)
