My rat is depressed what do i do?

Hi. My pet rat, Dude, has become very reclusive since i have brought him home. Just recently i have gone out to petsmart and bought him a running wheel, a play tube and a twine ball. When i first brought him home, about a month and a half ago, he was very playful, and spontaneous. But here recently, since i put in his new toys in his cage, he only runs underneath his new wheel and sleeps. i tryed to get him a play partner, but the ladies at petsmart told me they would kill each other. can you please help me and dude??!?!?!?