So I bought a copy of the game and go to install it and find that there's no CD key on the manual or in the box. Can't take it back since the shops refuse returned PC games if they've been opened. I can prove purchase so is there anything I can do anyone I can contact?

I purchased through steam so i didnt need a steam key. Are you sure the key isnt hiding under the dvd or on the back of the manual? The key just links your copy with a steam account. Once linked you shouldnt need it again. I would contact steam. Check their support.

Was the box wrapped when you bought it? If not, someone could have stolen the key sticker. Mine is right below the DVD holder.