You are right, the answer is a because a double negative occurs when you use two negative words or constructions within a single clause.
Another example is “We don’t need no education" (and perhaps Pink Floyd was wrong and they did in fact need an education to understand why double negative usage was wrong!)However, it would not be wrong to say "I don’t need an education because I don’t believe education is important." Even though don’t is a negative used twice in the sentence, "I don’t need an education" was one clause and "I don’t believe education is important" is a separate clause entirely.
