Yep, when you buy what they say is a CD - a standard - and it turns to be altered/DRMed junk and wouldn't play on a garden variety CD player that played all the others, and you have to waste a couple of hours and 10 bucks travel taking it back again, then why ever bother again?
Apart from say, some local act that you know made their own CDs on their own machine the night before, and will be fine.