You want your cleats to be pretty dang tight so that they don't slip when you try to unclip. But I agree with your LBS guy about backing off the pedal tension until you get used to them.

I recommend practicing on the trainer or in your backyard, at the park , etc. until you get the hang of it. Crashing on grass hurts less Also, in my experience, it's easiest to unclip on the downstroke, anywhere from 12:00 to 6:00. But everybody finds their own "sweet spot" with practice....you'll get the hang of it. There's a steep learning curve at first...and then it gets much better- hang in there!

FWIW, the Keo Sprints have a higher "low" tension setting than the Keo Classics do. Kind of like ski bindings... Maybe your LBS would be willing to swap the Sprints for the Classics?