Oh jeez...you really need to learn how to get your money back from these places.
I just bought a zune, used it for a couple days, and returned it back to best buy for my money back. Same can go for a game.
Just return the item back to the original best buy, say it doesnt work and you just want to exchange. They don't care about exchanges, so now you get a new game again.
Go to the other closest best buy around you, and return the game for money back.