Rage won't remove my account at the bureau

I opened an account with this store online last year. I have never used any credit, when I call today to ask them to close this account and remove it I am told to approach the bureau myself and get the account removed. Funny, I do not have a paid up letter or anything to provide the bureau - all you can do is block, right? So I am guessing yet again I will be *****ed over by a store that won't remove there company off my credit report