Groceries in Vegas?

My goal for this morning is to find a place where I can buy a few basic groceries. We have a refrigerator in our hotel room, and I think I will get very sick of eating out all week, so I would like a few basic groceries around to make some meals. I asked the concierge where I could pick up a few basic groceries and she looked at me like I was nuts. The closest grocery store is 7 miles away. Jeepers!! Don't people eat anything other than buffets down here?? :)