Oh that's terrible. I'm so sorry to hear this.
Rest in peace, little Milo.
I would definitely get him a friend ASAP. A lone finch is a sad finch, in my experience.
Heidi's advice on pet shop birds is spot on. I assume they're infested with everything/anything and treat accordingly.
I'd also call to find out when they're getting they're next batch of birds in-shop. (They typically quarantine for a few days before putting them out for sale, so be sure you differentiate between the arrival of the next batch of birds and when they're going out on the floor for sale.)
Getting them asap will help because they'll have been in a stressful pet shop setting for a couple days vs. weeks. Weeks of stress can take its toll on the healthiest birds.
Really, though, my experiences with pet shop birds have been okay. I've seen some illnesses and fragility in the beginning. But aside from my first birds, the others I've bought from the pet shop I bought *because* they were sick/injured. Rough start aside, I haven't seen a noticeable difference in the overall quality of the birds. I've gotten some beautiful pet shop birds who lived very long, healthy lives.
Of course, you have to remember that breeders generally don't give their best birds to pet shops.
And the top breeders usually don't deal with pet shops at all.
I might see if you can find someone locally. I found a small hobby breeder whom I can trust and that really makes all the difference.
But then again, the pet shop birds do need good homes too. I say do whatever makes you feel comfortable.
