I just got ripped off, what do I do?

It was probably a misunderstanding. It sounds like someone had a broken device, and instead of buying a new one, stole the working device out of the package you purchased. (Or, someone returned a faulty headset and no one bothered to check if it worked before re-shelving it.) I don't think it was so much a scam as it was a case of bad luck: no one noticed, including you and the employees, that the package was tampered with and/or that the headset was broken. If you haven't done so already, call that store and also your local radio shack. Most stores like that allow you to make returns at stores other than where you purchased the item. Explain the situation to a manager. Even if you don't get a refund, you should still be able to get some sort of store credit.