The linseed oil from an artist's store is raw linseed oil to keep it from drying quickly, allowing more working time on the picture. It will dry, it just takes longer.

Tru Oil is linseed oil with driers in it to make it dry quickly. Tung oil takes longer to dry and in my experience, takes lots more coats to fill pores and do the right thing.

Hardware store linseed oil works fine, just takes longer to dry.