Well, what are your water parameters? Especially
pH and
nitrate (because
nitrite and
ammonia have to be at 0 obviously). What is the temperature? How large is the tank and how many and what other kinds of fish do you have in there? What type of a filter (how powerful)? Angels like gentle water flow, so if you have some really strong filtration system, that might be hurting very young angles. Anyway, what do you always feed them with and how often? Do you take appropriate acclimatizing steps when introducing these angels to their new home? If you don't, that might be another reason why they always die (pH, temperature, and light shocks). Lastly, maybe the store had fish that were already sick (but that would be a bit strange if every fish you get there is sick).
P.S. How many have already died? I have one veiltail angelfish and it seems to be doing very good.