I would always install my cog and lock ring as tight as possible, go mash up hills while avoiding any back pressure (useful to have a brake installed for this), and then tighten the lock ring one more time. I'm assuming you have a chain whip and lock ring tool if you took it off at home. It sucks that they didn't tighten it right, but Scrod is right - many bike shops do not understand how tight these need to be.