This is why:
http://www.brecklagh.com/petshops.html
Just put him on your lap inside a bed with a bottom to it. Don't force him out, and let things go one stage at a time.
If possible, try and find a proper breeder next time. They will come ready tame and bred from healthier stock, so they're good for anyone. Whether you're an experienced hamster owner or a little new to them, getting them from a breeder is always a hundred times better. It is less likely to fall ill, will be friendlier, and you can get support from the original breeder.