Have you contacted Newegg? You may have to pay a restocking fee but they will usually let you return it. Here's a quote from thier webpage about video card returns
"VGA Standard Return Policy
Return for refund within: 30 days
Return for replacement within: 30 days
This is our Standard 30-Day Return Policy. Items covered by this policy (those products for which Newegg states "This item may be returned for a replacement or refund within 30 days only") must be returned to Newegg within 30 days of the invoice date for this policy to apply. “Return” constitutes receipt of the product by Newegg, and not the mere issuance of an RMA.
The following conditions are not acceptable for return, and will result in the merchandise you have returned to Newegg being returned to you:
Cards exhibiting physical damage
Cards that are missing the manufacturer label containing model number, part number or serial number
Cards that are missing the manufacturer warranty label
Cards returned without all included accessories, bonus games, and documentation"
http://www.newegg.com/HelpInfo/ReturnPolicy.aspx#30