Family Dollar review: stupid return policy

I bought 2 small heaters ($16.00 each) at the Family dollar store down the road from my office this morning. I brought them to the office and plugged them in and they did not work. I boxed them back up and took them back about 2 hours later and was told that I could not return them that all I could do was exchange them for the same thing. Ok if 2 of them in that box did not work what was the chance of the other ones not working.
The woman working was very rude and basically told me that it was my problem not hers!
This is just crazy!