Normally, the same lense is designed to fit many DSLR camera brand, such as Nikon, Canon, Olympus, and other brands, with the different mounting at the end of lense. I doubt that the lense you bought is not equipped for Canon mouthing. Meanwhile, you can test some Canon EF lenses upon your new Rebel XT just to make sure that the camera's mouthing is fine. Good luck.
I just bought a Canon DRebel XT and a Sigma 18-125mm f/3.5-5.6 DC lens, from B&H photo.
However, I wasn't able to fit the lens onto the camera body - is it just me, or does that particular Sigma lens not match with the Rebel XT? (no lens mount was included, so I'm assuming none is needed?)
Any help is much much appreciated!