Tiny seedheads does not sound like true pampas grass, Cortaderia selloana. Young plants of this grass tend not to produce plumes - that happens once the plant is older and often, not until established in the ground. Regardless, true pampas grass is not considered hardy much below zone 7.

The attached link shows a juvenile form of this plant. That this is a variegated form is immaterial - young plants of any variety of pampas grass are pretty under-impressive :-) You'll notice just a few tall and generally floppy blades but no sign of any type of seedheads or plumes yet.

Can you post a picture of your grass? Perhaps that would help with ID.

Here is a link that might be useful:

Thank you so much for the help. I'm disappointed because it certainly doesn't seem like they gave me the right plant. I'm hoping this one will get big and beautiful. I can't seem to load the pictures I took so I'll start a new thread for ID.

Thanks again!