I think you made the best choice. Since you bought from a dealer new(at the going retail price), the dealer should be willing to use his FFL to send it US postal office should it ever need service. Although they factory doesn't seem to ask for proof of purchase when you take a gun into the factory, I have read on this forum they do ask for documentation when the guns are shipped in. Officially, the Lifetime Warranty follows the original retail purchaser, NOT the serial number. So now you are set. This little 380 is a dandy little defense tool that you will likely have for the rest of your life. They are most reliable and real easy to conceal and can be there just when you need them.
Although some folks point out that a P-3AT is less expensive than other brands, I am convinced after first hand experience with Diamondback, Karr, and Sig 238(copy of Colt Mustang). that the P-3AT is actually a better gun. The Ruger LCP is just a copy and might be as good for more money. The Ruger does have a nicer grip and manual slide lock which is nice but I still think the Kel Tec folks have really perfected the P-3AT and it is the best micro on the market that I know of.
Did you get a Blue or Parkerized finish??