Replying to GameStop Return/Exchange help.

I bought a game yesterday at GameStop and do not like it. I want to return it and exchange it for another, but "unfortunately we do not exchange new games once they are opened."

Has anyone had this problem before and successfully gotten to exchange a game?

GameStop does however exchange games which have been opened for the exact same game. I was thinking if I took one game exchanged it for the other then went to Wal-Mart and switched there because Wal-Mart does not work with receipts and just switches.

Any Suggestions?