I don't know if this has changed since the last time I bought shrink-wrapped software at a retail store, but the return policy on games and software was always that they couldn't be returned once opened, at least at the bigbox retailers in the US. I'm sure stores occasionally made exceptions, but I very clearly remember buying a copy of Oblivion and not being able to install it due to minimum specs and the store not accepting a return. I just had to hang onto the copy until I built a new PC.

This is probably a US vs Europe difference in consumer protections though.