You can try your best to refund it, but I doubt it's going to happen. Most places don't accept PC games back, hard copy or otherwise, because of how easy it is to copy/pirate PC games these days. Or even if they do, you're not going to be getting your full money's worth.
You'd be better off selling it on Ebay, which I really wish you luck with that.
Anyways, have you tried reinstalling or checking the integrity of your game cache using Steam? That seems to fix most issues.
I think your in luck, steam will accept a returned hard copy within 30 days of purchase. However downloads = no refund, even if the game is completely unfunctional. It's in section 4 of the user agreement. So they can take your cash and not worry about it. If you use your bank to get the money back ( and you will ) they threaten to terminate your steam account, what that does i don't know but if you have loads of steam games it has the potential to render £1000's of software unusable. Thats the way i read it, i could be wrong.