Sick Koi (new owner)

Question
First off, I am a new of a 6 inch koi. I started off with a 10 gallon tank and one small goldfish. I bought them in Florida and had to drive them back home in the back of my car which is a 6 hour drive. They did fine. I set up the tank (2 weeks ago from now) and everything was fine. Then my koi started to swim at the bottom of the tank. The water slowly got cloudy. My sister and I cleaned the tank out added some rocks (which we washed 3 times for good measure) and a live plant. Water was clear and fish swam fine. Later that night the goldfish had died. We took out the dead fish, and even the rocks and plants since we were afraid that was the problem. The koi has started swimming at the bottom again only now with his fins tucked to his sides and I've noticed yesterday one of his gills isn't coming out as far as the other does when he breathes. Looking at him now, his skin has several areas on him that look like mucus on it. No ick or anything. And some of his fins look broken but I think that might be just the way they look since they are tucked in to him so tight.
I went out and bought a 40 gallon tank early yesterday morning and a new thing of small stream rocks (washed several times) and put in some Stress Zyme (recommended by PetSmart when I told her my Koi's condition) and my sister bought her a 2 or 3 inch koi as well. I set up the big tank letting the filter run all day long. I put the new koi in the other in the 10 gallon tank. I plan on switching them to the big one tomorrow afternoon.
I know my sick koi needs a bigger and healthier tank, but I'm afraid that switching him while one of his gills isn't working will stress him out even more. I know he's sick but I don't know what's wrong. Here's a picture of him when I first got him.  http://i109.photobucket.com/albums/n64/murdermeyours/100_1173.jpg
Heres a picture of him now (just taken)sick.   http://i109.photobucket.com/albums/n64/murdermeyours/100_1420.jpg

I've tried QuIck and once even Clear Water..nothing has worked. Oh yeah if this helps, when I first bought him, he was mostly white with a hint of yellow and golden speckles. Now he's deep yellow and some pinky/red in his fins.
Do you think its best for me to move him into the bigger tank first or wait till he gets better? If you can help him get better, or give me any kind of advice, it will be greatly appreciated!

Answer
Hi Melinda:  It takes tank water a good seven days to two weeks to cycle and sometimes even a month before it is safe to add fish.  It sounds as though your fish have something called gill rot which is common in koi and other carp.  Treat it with a really good antibiotic such as Furon 2 or erythromycin.  Aquarium salt in addition to the medication will help too.  I would keep him where he is and treat all of the fish in that tank... and let the 40 gallon cycle before I changed the fish over to that tank.  please keep me posted... dave