chain rubbing front derailer

I recently purchased a Lemond Zurich double. The chain would rub against the front derailer when I am on the smaller chain ring with the 4 smaller cogs or when I am on the larger chain ring with the 4 larger cogs.

The sales person told me that it is normal and said I should be not in those gears anyway. I understand not to go "small to small, large to large" but 8 out of 20 gears are rubbing?

Is this really normal? Can someone help explain?

Thanks in advance!

Jesse

Ultegra STI I believe? If so the front derailleur has a trimmimg option. Half click so to speak. When riding in the big ring and you are getting chain rub on the four largest cogs, press the black lever slightly and the der will move slightly toward the frame. When using the small ring and the four smallest cogs, press the large lever slightly and the der will move away from the frame. Listen carefully for the first click.