Hi!
I am a fairly experienced budgie(parakeet) owner so I can try offer some advice for taming your birds.
Firstly, don't chase them, that just perpetuates their fear of you - the guy at that pet shop clearly didn't really know much about birds.
Secondly, it is important to keep in mind that taming your budgies will take time an patience: unfortunately it is not a quick fix and it may take months.
Step-by-step, I recommend:
1) Spend about 2 weeks sitting next to or near the cage talking to them for about 1 hour a day, and if you can, even longer. You can talk about anything really - it will help for them to adjust to the sound of your voice. Keep your tone friendly and upbeat - parrots love animated emotions - just don't be so enthusiastic that you scare them.
2) After this period, I recommend familiarising your birds with the idea of your hand OUTSIDE the cage. Touch and hold your hand on the left side of the cage for a few minutes every day for a week, and then repeat this process for the right, front, back and top of the cage (so right side for a week, top for a week, etc).. See why this will take a lot of patience and time.
3) Next, you should be able to familiarise your bird with your hand INSIDE the cage. Similar to the above, you can start by placing your hand on the left side of the inside of the cage for a few minutes every day for a week, and then repeat the process with the right, front, back and top of the cage. Your budgies may at first shy away from you, but as they realise that your hand is non-threatening through this repetition, they will become less afraid of you.
4) Once your budgies appear fairly comfortable with your hand in and out of the cage, you can offer them seed, millet, spinach, apple or any other treat/food that they like using your hand. At first they may not eat from your hand, but from my own experience, with enough patience they will as they adjust to you. food=trust, and it is very important for you to let your budgies know that they can trust you in this way.
5) The hope is that your budgies will eventually feel comfortable enough to step onto your hand and eat seed and/or other food from your hand. At this stage you can move your budgies out of the cage onto a bird gym/stand and begin training and playing outside of their cage.
This may be most effective when you are only taming one bird, however it is possible to do it with two birds, and if need be you can try to tame them separately depending on how things go.
It is a long process of repetition, routine hand feeding and spending a good amount of time with your birds every day for them to fully adjust to you and trust you fully.
I really hope this helps!
My two tame budgies are very bonded to me, and are lovely companions to have, and I really hope you can have the same experience. Good luck!