Help me save this little guy

My girlfriend and I got this plant at a grocery store, and assumed it was a yucca, since the tag didn't explicitely state it. We watered it according to the tag, letting it dry between waterings. It was further from the window getting indirect light, and we moved it yesterday in hopes some direct light will help. It has been about 4 weeks since we watered it, and the soil is still moist.

Should we replant it? Take it out of the second pot? We live in canada and the windows are west facing.

http://imgur.com/gallery/FP2EDmr