New Tank, Please Help!!

Matt the first thing you should do is rush out and get hold of a copy of the New Marine Aquarium by Mike Paletta which is an excellent book for novices. I would guess that the reason your fish are breathing hard and dying is ammonia poisoning so you should also get test kits for ammonia and pH at least, plus a hydrometer if you haven't one already and get used to doing regular, likely daily water changes while your tank cycles and stabilises.
You need to learn to research - it's not really very great to go out and buy living creatures and then try to figure out what to do with it afterwards, even if they are 'just damsels'
 
star fish are invertabrates, if they get sick there is little you can do to help them. you have to acclimate them to the tank, extremely well... but i have never heard storys of a bad star fish... dont buy one until your tank cycles and you can support the things it will eat in there. research like wayne said.
 
Aside from the cycling issue, do some research on the fish you want. A 30 gallon tank will not be large enough for an adult cowfish.
 
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