I think Sully2 has the right idea (return the box to Lowe's). But I think their error was in selling a box that wouldn't accept 4/0 main breakers. Even if you have to pay more for the right box, it'll probably be cheaper than buying the split bolts or crimps and going to all of that trouble, ultimately creating a messy job.
I didn't see this mentioned in any of the previous posts: If you splice the wire to 2/0 copper, the splice must be in a box. Getting the insulated splice inside the main box will probably be difficult and very cramped and difficult to maintain later if there are problems or modifications. If you use a separate box before the main panel, then you'll have to modify your conduit, buy the extra box and the conduit-to-box connectors, etc.
Return the wrong box to Lowe's and complain loudly about your wasted labor/time based on their bad advice, then buy and install a box that'll handle main breakers that are rated for the aluminum 4/0. I'm partial to Square-D myself...I like the way the breakers and bus bar are arranged and the overall quality. A little pricey, but I think it's worth it. They have a cheaper "HomeLine" series which might be ok, but I avoid them and get the higher quality stuff (which is the stuff Square D built its reputation on).
Don't forget to go back a few days later and retighten the connectors to your aluminum service entrance wire. They tend to loosen up after the initial tightening.