I bought a pair of swim trunks at Belk one time for vacation. Got in the water on said vacation and noticed a strange weight to the trunks. Turns out they forgot to take the tag off. Took it back to the store, didn't even have the receipt, and they took it off for me. If there is any way for you to get to one of the stores, it will be an easy enough fix.

As flyingron pointed out, how to take it off depends highly on the tag. I'm sure you can find directions on google/youtube but it is a very delicate process, especially on the ink-loaded ones. One slip up and your goods are ruined and you will likely get NO help from the seller at that point.