1. - I'd stay away from walmart for most fish keeping applications.
2. those "Ammonia reducing rocks" are most likely Zeolite pieces; this is a chemical which removes ammonia ions from the water - unfortunately, it'll remove salt ions as well. So while this filter bag would most likely NOT remove a large portion of salt from the water, the zeolite rocks would become inactivated very quickly through bonding with salt molecules, and any ammonia removing effect after 5 minutes of use would be negated.
If you are concerned about ammonia in your tank, just use an ammonia binder instead (ex. Prime) - it won't hurt anything if you use too much, and it'll only react with ammonia and nothing else. It won't hurt to have some on hand, if you don't have any already.
Hope this helped!