If you got your baby from a pet store its quite likely you recieved some poor information on his care. Would you mind telling us about your set up? we would hate to have something happen to your baby because of faulty advice.
what size cage is he in?
what is the substrate?
what are the temps and how are they measured?
how are you heating the tank?
is there a UVB bulb?
how are you supplementing.
A quick run down....for babies substrate sshould be paper towel, tile, linolium, indoor/outdoor carpet or shelf liner...not sand or anything they can eat (cause they will eat it!). Temps should be 100-110 degrees in the basking spot and in the mid to high 80s in the rest of the tank...these temps should be measured with a digital thermometer (the stick on ones from the petstore are junk!) and the heat should be provided with a bright white light bulb. the only exception to the temps are if your beardie was sold to you in a 10 gallon tank. unfortunately this happens a lot. beardies are reptiles (obviosuly, lol) which are cold blooded, this means you have to provide hot, warm and cool areas in their cage so they can maintain their body temp. in a 10 gallon tank there is not enough space, in a tankthat small if you put hte basking spot at 100-110 degrees the whole tank will heat up and cook the little guy. If you were sold a ten gallon, i would take it back and exchange it for a 20gallon long.
A healthy baby should be eating between 50-100 small crickets a day. you might want to order offline to alleviate cost problems. your beardie is new to your house and probably very stressed, its normal for him to not have much of an appetite right now. make sure you are not handling him at all and causing any undue stress, leave him be and give him time to adjust, if he doesnt start eating a lot more within about a week i would get a fecal done at the vet.
try offering crickets 2-3 times a day. Unfortunately, the petstore was wrong in telling you that you shuld feed wild caught crickets, these can be very dangerous as you have no idea whats in them.
check out www.beautifuldragons.com for some great info

-----
0.1 Bearded dragon (Hannabil)
0.1 mexican Black kingsnake (Morticia)
1.1.2 Leopard Gecko's (Pogo, Louise, Orion, Jeffrey Nothing)
0.0.1 Tokay Gecko
1.0 Blue Tongue Skink
0.0.1 Reverse Okeetee Corn (Autumn)
0.1 Bullmastiff (Asha)
4.1 Cats (Poe, Tucker, Abhid, Felicity, Emmy)