Converting two three-way switches to a single dimmer
Never gonna work.  Take the dimmer back and get the right thing.  It won't be the first one the shop has taken back for that reason. 

But, know this -- a dimmer switch that works with an old-style 3-way** is a hard problem.  The device that can solve it is sophisticated.  Basically it has to be able to power itself off either of the two travelers, supply the light from the traveler that is hot, and treat a change in traveler as a command to "invert" its on/off state, while remembering its dim setting.   All this to support a very obsolete way of doing that thing. 

In this day-and-age, you are far better off going with a dimming smart switch and a matching "remote".  Make sure it's a model that plays well with your LEDs.  The remote can also dim, so you don't have to cross the room to set light level.  You could set it from your phone depending on the model you get.  

Think about a going with a standardized system like Z-wave or Zigbee, so everything in your house could talk to each other and your phones. 

** 3-way is the American term.  The British term is 2-way.