I would NOT take the snake to the pet store with you. That will just stress it out and pretty much guarantee it won't eat.
If you are worried about the pinkie dying too soon, you don't need to worry as long as it is a healthy pinkie and you go straight home. I've seen people who bring pinkies to sell at snake shows and they survive all day.
I have a baby corn that was really stubborn about eating for me when I brought it home. I did the deli cup overnight thing, because that is what the breeder recommended. I tried live & f/t. It wasn't eating. I decided to try leaving the snake in its regular enclosure to avoid any stress moving it to the deli cup might be causing, and it ate just fine that way even though most people have more luck with the deli cup method. You can read the thread about it here:
http://www.ball-pythons.net/forums/s...ad.php?t=72052
I'd really recommend doing everything you can to avoid stressing the snake. Not just at feeding time but all the time until it is eating reliably. Also, if this is a snake that has never eaten, you might try some of the tricks with chicken broth or ivory soap or lizard scenting. If it has eaten before though, I'd think it would recognize the pinkies as food and just needs to feel safe and secure to eat.