My advice would be to do one of two things.
a) Take the game back to the shop and demand your money back. It clearly doesn't perform to specification and the shop doesn't have a leg to stand on. If they give you any hassle demand to know the name of the manager, then write to him explaining why the product doesn't meet spec and ask for a refund.
b) If he doesn't give you your money back, or if you don't want to part with the game report then report the whole thing to Trading Standards. Thats what I did. Remember to contact both your national consumer protection organisation and the European Trading Standards agency. I actually found the EU one more interested, but that might have been because Blizzard were based in France.
Remember to keep copies of all correspondence, just in case it goes to court, and remember to get the names of the people you talk to on the phone or by email and always confirm conversions in writing afterwards.
If it does go to court remember that you are not just entitled to your money back, but you may also be able to claim damages, so don't forget to ask. A judge forced to try one of these cases is going to be pretty annoyed and in my expereince they will award hefty damages against any company that makes them sit through a trial, just to get their own back.
I had a friend who took a shoe shop to court becuase they would not give her a refund for a £50 pair of shoes, and the judge was so annoyed he awarded her £500 pecunary damages, just for wasting his time. You should have seen the shop managers jaw drop.
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