If HMV or Play.com sold you a dvd that was corrupted and as such, unplayable, they can't do anything but refund or replace it. Last i checked it wasn't possible for Steam to download you a single copy of a game that was corrupt because you can just validate it and redownload any corrupt pieces again. Its not even close to the same thing.
If the game simply doesn't work on your computer then you don't have a leg to stand on either here nor in retail shops without barefaced lying.