How do I disable retail mode?

In most cases, the demo phones use a specific ROM that Samsung does not use on normal retail phones me and you normally purchase. These demo phones typically need to be reflashed with the retail ROM or it will always be present on the phone, albeit neutralized. Since you have one of these, check if it has an IMEI. The Galaxy S Retail demo phones lack this, so while it’s less likely on this phone (it’s cheap enough most stores will pull a retail unit with an IMEI out of the box and enable the demo mode), you need to double check while you can return it.

If the phone has the normal Retail ROM that isn’t specific to demo phones, the app can be removed with a factory reset. On the demo ROM, disable the app IMMEDIATELY and never enable it again once it’s removed. I don’t know about the viability of flashing a normal ROM to these phones (it likely has a different signature and probably uses the KNOX boot signature enforcement the US carriers love) so you may be stuck with it on this one.

I’m going to mirror @mayer here to a certain extent. The codes are available if you look (but may not work) and can be found if you have to as a last resort, but I’m not going to help you find them because the risk of being an accessory is too great. Go to the store you purchased it from and get them to deal with it first and don’t let them say no and push you away; they should have disabled this before you left the store.