That's a sad commentary on the big electronics stores - sure, they stock alot of different things and can have reasonable prices...but don't expect expertise (or even basic knowledge sometimes) from the staff in any of those areas of products they sell.
You'll have to head back to the store and pick up a "CF" or "Compact Flash" card for your A300. Likely the sales associate you dealt with had some basic knowledge of Sony's P&S line, and assumed that the Alpha line all took the same MS Duo cards. All of Sony's DSLRs take CF cards (though some like the A700 have dual slots, for CF and MS Duo).