In short, yes, they tried to scam you.
This is very common amoung online camera dealers. They offer a rock bottom price, and call you with a hard upsell before they ship and many times won't ship unless you buy vastly overpriced extras. Always research stores before buying, especially these camera stores. I recommend http://www.bhphotovideo.com/. They get all of my business. They are priced middle of the road, sometimes you can find great deals but their customer service is top notch.
As for the lens, while I have a couple Sigma's and they are good lenses, I've never owned a Sigma lens that is better than a Cannon lens. They may exist, I just haven't used one. f/2.8 is better then f4 for shooting low light and getting a faster shutter speed or creating a shallower DOF, but as you found out, the price for that lens is outragous. This is a reasonable price. http://www.bhphotovideo.com/c/product/4634..._2_8_EX_DC.html You can get THIS, which I would consider a superior lens for cheaper than theya re trying to sell the Sigma on that site.\
Can I ask why you have your heart set on the 40D? Do you have a lot of photography experience? You may be better off getting the 30D as you get much more value and you can buy better lenses with the savings. The lenses make the photo, not the body. A experienced photographer can get better shots with a Rebel XT and first rate lens then a weekend warrior can get with a EOS-1Ds Mark III and budget lens.