[quote name='Kendro']You could just use the warranty provided by the game company that published the game. I'm pretty sure all game companies give a one year warranty on their products.[/quote] OP, this advice is your best course of action, because GH II hasn't been out for 90 days, which is the minimum warranty period for any game.
If someone gave it to you as a gift, they had a receipt at some point, and if they paid for it via a CC or check, they should be able to go to where they purchased it from and get a receipt. If they paid via cash, there's no way to get a receipt.
In any case, if you don't have a receipt and can't get one, returning it anywhere without a receipt is a questionable prospect at best, even that we're still in the "holiday return" period. Most likely, they'll tell you to go deal with the manufacturer of the game. If you don't have a gift receipt, it's up to them to decide on what to do.
The whole "no receipt and can't get one" seems a little odd to me.