Interesting question, but why would you want to "return the game to Walmart"?
1) Does your PC not run it right (i.e. under requirements to play)? -If this is the case, you cannot return it. Sorry to say, but it lies on the consumer to read the system requirements on the box before purchasing the game in order to know whether or not their PC will play it.
2) Are you having network connection problems? -If this is the case, then you might want to see if you need to update it with the update that came out a couple of hours ago. This update did fix some of the network issues that were otherwise preventing players from connecting to each other. Overall, it's more on the player's ISP because the way P2P is set up (and Comcast is the worst of all of them to go through). Otherwise, if there's still issues that cannot be troubleshooted then you need to check with Stardock on what they can do.
3) Do you just not enjoying the game? -If this is the case, I'm sorry but you cannot return in on that basis. The reason is because it's just wrong and kind of a weak excuse. Boxes discribe the game in details on the back as well as every product now has a discription and website that consumers can read before ever purchasing. I mean, it's just the same that a person could copy/burn a game, CD, DVD and then return it to a store saying, "I don't like it." They still have a copy of it and the store, developers, and all the people that made that product lose out of money because a customer said they don't like it when all they did was copy the product and return it. That's why there is such a policy in the first place to not return such opened products.
4)Is the product just damaged (scratched disc, doesn't install, ect.)? -If this is the case then your only option would be to go to the store you purchased it from and explain the issue and they'll except a return for another copy. However, that's all they can do (unless they don't have any copies left, then they can give you a gift card).