When you say pedigree, do you have Kennel Club registration papers? Or do you just have a 'pedigree' written out by the breeder?
If you haven't bought a KC registered dog then there is nothing that can be done.
I suggest you contact a Westie breeder in your area and ask them to confirm that it is 'purebred' as far as they can tell. Got to
http://www.champdogs.co.uk click on Guided Search, then terrier group, then West Highland White Terriers, and you will get a list of breeders listed with their county.
If you find out it is not a purebred Westie then you could have a case for Trading Standards providing you have got a copy of the advert saying it is 'pedigree'.