I know how you feel. Last week I also bought a CD which turned out to be copy protected (see thread "I guess I stumbled upon my first copy protected CD in the off topic forum).
I felt very angry, deceived even. I was in doubt if I was going to return to the store or now, but then Tony Fabris offered to have a look at it.
Since I'm more interested in knowing how to break to protection (for future use), I sent the CD to him yesterday.
I sure hope he'll find a way to extract the files!