I really wished that I had hopped into this discussion when it was new. I'm not sure if some of this has been said yet since I haven't read all 7 pages. I'm sorry if I'm repeating anything.
The OP's first mistake was sending the processor back. When you are most likely the victim of a scam you DO NOT send back your only bargaining chip... especially with a note that will "stick it to them". A scammer isn't going to care. Even if it were a respectable retailer and it were somehow a mistake, you should ALWAYS contact the retailer first and get RMA/Return instructions instead of just sending it back.
I would have emailed the retailer first to see what they would be willing to do about it. If their response seemed reasonable enough I MIGHT go along with it, but I would definitely report it to Intel, and possibly the Better Business Bureau depending on what kind of retailer it was.
Edit: I'm sorry if this seems like a slap on the wrist to anyone, but getting scammed is something that really pisses me off. Its only really happened to me once, but it also happened to a friend of mine who used the same online retailer without knowing that I had been scammed by them. That, and a recent ordeal with PayPal involving unauthorized purchases on my account and then having to fight with them to get my money back has really made me apathetic towards the whole "I got scammed, now where's my justice?" process.
-mcg