I think the RAM speed limit is limited by the motherboard. Some motherboards only support 1333 (with others through overclocking). Some motherboards go clear out to 2133 and natively support it. To be sure, what motherboard do you have?
Mistakes do happen (nothing is perfect, by the laws of physics even). You should be able to return the RAM (though you may get hit with a restocking fee for this (if this is too much, you might be able to sell it)) and exchange it for 1333 RAM. The 1333 RAM is cheaper, though not by much.
Edit: An alternative is to exchange the motherboard for one that supports the 1600 RAM, or, better yet, a Z68 board with native 2133 support. Of course, the exact decision on what motherboard you'll get or even what to replace is yours. Be sure to check compatibility. When in doubt, ask or search the net.