I think it's lousy that the store won't let you exchange it, but I have to agree with the comments about the piracy issues. I think you can easily sell the DVDs.

About 7 years ago I bought what I thought was a Cuzco CD. I popped it into my CD player, and it was some very fast salsa music, with words! The wrong CD had been packaged. Media Play (shameless plug) exchanged it for the proper CD. (Mind, this was 7 year ago, before burners were commonplace.) It may be harder to do such a thing now.