Changing yarn weights for knitting?

Hi, I was shopping for a new knitting project last week, and I found a pattern that I liked, but it called for lace weight yarn, which the store I was in did not have. The owner suggested I could use sock weight yarn instead, so I went ahead and picked out some beautiful yarn, came home and knitted a swatch, my gauge was correct on the recommended needle size. Though now that I have thought about it a bit, is this going to work? I trusted the store owner, she has 25 years of experience and gives cles, but now that I have thought about it, I don't think that you are supposed to change yarn weights. Help!