In point of fact, you'd say nothing at all. You'd hire a lawyer to speak for you. Because you're at very serious risk of being charged with felonious possession of stolen property:
http://definitions.uslegal.com/p/possession-of-stolen-proper...
Note the last sentence:
A person who is innocently is possession of stolen goods will not be guilty of a crime, but generally, the goods will be returned to the owner.
So, from what I can tell, even if you are found to be completely innocent of any crime, when it turns out that your car is stolen property the police will still come and take it away very suddenly without asking your permission, and they won't give you anything in return. That's exactly how it works.
I presume you're then free to sue the shady used-car dealer who sold it to you. But if that dealer turns out to be bankrupt because he already spent all your money on crack, I believe you are out of luck.
This Amazon situation is so shocking not because it's without precedent, but because it never used to make financial sense to treat a stolen copyright just as you would treat a stolen car. (And, after the P.R. repercussions of this move are played out, it may not make any financial sense in the future, either. ;)