If you say the right things, Logitech support is very good (At giving free stuff

). First time I contacted them (UK office) they told me same as you - return to store. Not possible because I'd purchased it from an online store that had since gone out of business. I phoned them again following day, was routed through to the US office, explained to the guy it doesn't work, and that i've ran through all the config options on GT4 (PS2 wheel after all), and tried it on a friends PS2 and the pedals still don't work, and he got one sent same day - turned up by UPS 2 days later.
A few weeks ago that one got calibration issues, so I phoned them, got routed through to their office in maybe India, explained it didn't go in a straight line and the pedals are broke (they still worked fine, but this is the most common support issue so thought I'd mention it), and I got a whole new unit the following week.
So my point is, keep trying

It is in the support rep's power to send you a whole new unit as long as you say the right things. And have the product number handy (its on the base of the wheel). It has a 2yr warranty, may as well use it
