Many stores will charge a up to a fairly hefty "restocking" fee. But the terms of sale should have been posted in the store or stated on the receipt. If the store won't work with you, your recourse is small claims court.
Do you know why you were denied? Was the DOJ correct. Sometimes, if you have a name that is similar to someone who is prohibited, you will be mistaken for him and denied. If that's the case with you, it might be in your best interest to appeal and get things straightened out.
Formerly known as fiddletown