How to crush unmalted wheat?

As brewchez indicated, flaked wheat can be used directly. However, if that isn't easily obtainable for you, your next best option is to use a blender. You can blend 1-2 cups at a time this way. It helps to add a little bit of water to the mix to help keep the kernels from bouncing around as much.

Just keep pulsing the blender until the wheat kernels are the consistency you want. There are pics at Wheat Malt in All Grain Brewing

Note: the linked article talks about it in terms of milling malted wheat this way. However, the same principle applies to unmalted wheat - some people use a blender to grind wheat into flour for baking. You are doing the same, just stopping before it's gets that fine.

I doubt that the wheat was too hard for your LHBS' mill (which is likely motorized and has heavy stainless steel rollers). The issue is that the gap is too big, and the knurled rollers have nothing to grab onto. So the wheat falls between the rollers without being crushed.

Reknowned homebrewer and beer historian Randy Mosher states, "generally roller mills don't do such a great job with huskless grains as wheat, which should be ground very finely. I use an old grocery store coffee mill, which works briiliantly for this." (Mosher, Randy; "Radical Brewing", 1st edition, p. 40.)

Recently, I ran malted wheat through the LHBS mill several times, and then resolved the unsatsifactory crush with a rolling pin.

I don't think a blender would work, unless maybe if you had a supercharged one like a Vitamix. Source: experience - my mother-in-law tried to make wheat flour with my really nice drink blender/ice crusher, and ended up burning out the coupling within a minute.

Edit: deleted inaccurate info on cereal mash.

Flaked wheat is your best bet. It is unmalted as well.

Otherwise, if you truly have simply dried wheat you need to perform a cereal mash on that stuff to get at the starches (even if you did crush it).