Regardless of what you were told, I have not heard of a bank that doesn't impose a finance charge on cash advances from day of draw to day paid off. I recommend going back to your account disclosures, where you'll find information on how finance charges are calculated and payments applied. I'll bet that it's the application of payments that is causing your frustration. But it's very common for cash advance balances to be paid last in the hierarchy of payments.

I'd like to know what card did this, I want to STAY FAR AWAY from this one.

It's a card from Citibank.