I've been through this too. Except I had one female and one male (which I thought were both males), also from the Pet Store.
My female had 5 babies. When she was gaining a lot of weight, I just thought that she was under-fed at the Pet Store since she was housed with 2 other Guinea Pigs there. After 4 weeks of becoming pregnant, you will notice the weight gain begin.
These 2 links have great info regarding pregnancy:
Guinea Lynx :: Reproduction Guinea Lynx :: Reproduction Links
Hope this helps!