No, not dumb at all (but the LBS is not being very helpful). When I brought my shoes and pedals with me to install on a rented bike, I clipped the cleats into the pedals so that everything stayed together in my suitcase. All you need to do is screw the pedal into the crankarm. Fully engage the threads, but you don't have to tighten them. Now you've got enough leverage to unclip. You don't need to put your foot in the shoe, remember it's actually pretty small muscles in the ankle that you use to unclip, so you'll be able to do it with your hands. If you didn't tighten the pedals when the shoes were on them, do it now so you don't forget later - although they don't have to be very tight.