FHA backs the loans and puts minimum guidelines for approval, but individual lenders can set conditions over and above FHA minimums. Shane did a good job at giving you some non-traditional trade lines to consider and at yelling at your lender. It's really a shame this didn't get caught up front and really should have.
Tell this lender to look at all the options and that they should have notified you of this before you paid for an appraisal and packed your stuff. You have a legitimate reason to be angry with them.
In the mean time, talk to some other lenders and be right up front with your situation. No sense wasting time with someone who will run into the same thing.
On a personal note, it's a shame when someone who has been responsible, paying cash and not getting in over their head can't qualify. It's also a lesson to get credit, you have to use some. Let us know how this turns out.