Sudden death of clown fish??

We just got a saltwater tank. We set up everything, including water then got fish when everything was good to go. We got 4 fish, a blue yellowtail damsel,a royal gramma,a three stripe damsel and a clown fish. When the guy bagged them up and set them on the counter a little girl (not being watched) started shaking one of the bags of fish. After paying,we drove home and put all of the fish into the tank. The damsels and the gramma hid at first then came out,but the clown fish just looked lost. We thought that he was just nervous or scared because all night,he didn't sleep or eat,he just stared into the corner of the tank or the back. We kept an eye on him, thinking that he would be okay. He started swimming pretty fast at the top, then layed down at the bottom. He was breathing for a while then he just died. We're trying to figure out what could have made him die. All of the other fish are fine and they all got along great. Please share with me if you have any ideas of what may happened.