How can I return this DVD to Wal Mart?

I bought X Files season 9 and I put it in my Mac using Frontrow (which I used for all other 8 seasons), and it starts playing but less than a minute into the first episode it starts screeching and shows bars. I turned off my computer and tried again and the same thing happened at the same scene, same spot. I turned off my computer again, ejected the disc and there are scratches all over the disc!!!! I’m so pissed off because I went out of my way to get this season and it was 40$!!!! I used this mac to play all of the other 8 seasons with no problems, so I know that the mac is not the problem or else all my other discs would be scratched too.

I’m wondering if I can return it or exchange it now. I opened the shrink wrap and also the white tape that sticks the case together. I have the receipt.

When I opened the case, the disc was not tightly fitted on the ring but all the other ones were. I took two more discs off their rings to see if they were scratched too, but this one seems to be the only one out of the 5 discs.

So how would I go about returning this? Is it possible given the fact that I opened it? Can I exchange it for a better copy?