I'm sure you have thought of these yet they bear repeating,
Probably a bit late now but you might try to return it and get your
money back, buy a variety that may not be as susceptible to rust in
your area as this one may take a while to return to good health. Rust
is more prevalent on deciduous varieties and ones near hemlocks.
If you keep it, find a fungicide listed for your particular variety
of plant and rust. (lots of different rusts for different plants).
Start at the place where you purchased your plant. Barring that, find
a good nursery/ or local experts and ask. Dispose of the burlap and
the soil properly so as not spread the rust ( should have already done
that with the leaves.) .
Perhaps next time get it into the ground a bit sooner.
some sleuthing info: