Should I be able to return an HR20 to store?

I mentioned this is another thread -- I bought an HR20 at a Best Buy store, and when I opened it, I found that it was missing ALL of the accessories. No remote, manual, cables, B-band converters, etc. I took it back to the store today, and they told me it couldn't be returned (even though it had not been activated) -- they said I had to call DirecTV and arrange for an exchange. Then the manager told me to be sure to insist on a non-refurbished unit.

This sounds like a lot of hassle to me. I just want to give it back to them, get a refund, and buy it somewhere else. Does this seem reasonable? Is there a "no- refund" policy on DirecTV gear? I thought I would ask the collective minds here before pursuing this further (plus I am at work, and can't do much of anything right at the moment).