bike shop telling you to put in loosest setting probably because they think you're using these clipless pedals for mtb riding and mtb riders usually want safetest setting so in case they need to escape when something happens on the trails. (spds are more common on mtb setups)
i would check to see if the cleats are Multi-direction release
denoted by a letter M on the face as these are not to be used with skidding because multiple release means it has more ways it can unlock.
get the cleats without the M (notice the bottom sides of the M cleats are "rounded" thus allowing more release positions, the non M ones are flat)

bad
cant find image of good.gif
good
hay yohhhhh