It's more of an annoyance than anything, because I wanted to watch Volume 1 last night. But, stuff went sideways when I put the disc in and saw "Volume 2" on the menu.
As for returning it, I may not bother. I don't have a car and don't like trying to mail stuff back. So, I may just see if a friend wants that DVD. Besides, it's not like I ever accidentally buy duplicate stuff. I realized when I was cleaning last night that I have two copies of X-Men: Days of Future Past on Blu-Ray, one still in shrink wrap. I'll see if a buddy wants that also.