That's a great idea! Not just to sex it, but to get it checked over by the vet. If you can, try to bring along a fecal sample so the vet can check for parasites.

I'm not sure where you heard that they only sell males, but I don't believe that's true. I think Petco gets most of their Balls from Africa as captive hatched, and you probably stand a 50/50 chance of getting a male or female.