I own a small advertising agency, do I have to comply with OSHA record-keeping requirements?

OSHA’s record-keeping requirements generally don’t apply to companies with fewer than 10 employees. Low-hazard industries are also exempt from some reporting requirements as well. Your question didn’t specify how many employees you have, but based on the fact that you are a retailer, it would appear you are exempt from reporting requirements. Establishments classified in the following SICs are exempt from most of the recordkeeping requirements, regardless of size:

525 Hardware Stores
542 Meat and Fish Markets
544 Candy, Nut, and Confectionary Stores
545 Dairy Products Stores
546 Retail Bakeries
549 Miscellaneous Food Stores
551 New and Used Car Dealers
552 Used Car Dealers
554 Gasoline Service Stations
557 Motorcycle Dealers
56 Apparel and Accessory Stores
573 Radio, Television, and Computer Stores
58 Eating and Drinking Places
591 Drug Stores and Proprietary Stores
592 Liquor Stores
594 Miscellaneous Shopping Goods Stores
599 Retail Stores, Not Elsewhere Classified
60 Depository Institutions (Banks and Savings Institutions)
61 Nondepository Institutions (Credit Institutions)
62 Security and Commodity Brokers
63 Insurance Carriers
64 Insurance Agents, Brokers, and Services
653 Real Estate Agents and Managers
654 Title Abstract Offices
67 Holding and Other Investment Offices
722 Photographic Studios, Portrait
723 Beauty Shops
724 Barber Shops
725 Shoe Repair and Shoeshine Parlors

726 Funeral Service and Crematories
729 Miscellaneous Personal Services
731 Advertising Services
732 Credit Reporting and Collection Services
733 Mailing, Reproduction, and Stenographic Services
737 Computer and Data Processing Services
738 Miscellaneous Business Services
764 Reupholstery and Furniture Repair
78 Motion Picture
791 Dance Studios, Schools, and Halls
792 Producers, Orchestras, Entertainers
793 Bowling Centers
801 Offices and Clinics of Medical Doctors
802 Offices and Clinics of Dentists
803 Offices of Osteopathic Physicians
804 Offices of Other Health Practitioners
807 Medical and Dental Laboratories
809 Health and Allied Services, Not Elsewhere Classified
81 Legal Services
82 Educational Services (Schools, Colleges, Universities, and Libraries)
832 Individual and Family Services
835 Child Day Care Centers
839 Social Services, Not Elsewhere Classified
841 Museums and Art Galleries
86 Membership Organizations
87 Engineering, Accounting, Research, Management, and Related Services
899 Services, Not Elsewhere Classified

http://www.osha.gov/oshstats/naics-manual.html