Actually, upon more thought, go ahead and play it. When you're done, I'll buy it from you for whatever you paid for it. Maybe more. =)
Please take pictures of box and disc and whatnot.
I, personally, would keep it until Rock Band comes out and then try to return it. A threat to call the district manager would more than likely get them to return it, because whoever sold it would be in BIG trouble.
On the "good" side of things, you might cost someone their job by not returning...