A few things come to mind:
- You can't "break in" a saddle unless it's one of those all-leather ones such as a Brooks. If the saddle doesn't work for you now, it never will. Ask the shop if they have loaner saddles that you can try for a week or so.
- Make sure the saddle is level when you put it on. Some saddles work better with a very slight amount of downward tilt (SMPs, for example), but most should at least be level. Having the saddle tilting downward will definitely put pressure on your hands and wrists as you have to push back constantly.
- If you can't put the stem up any higher, it may be possible to get one with a steeper upward angle.
- A very straight handlebar can also cause wrist problems, so if finding a better saddle doesn't work, you could look for one with more backward bend. Fix the saddle problem first, though.