They certainly will exchange. If it's a cartridge, you may want to try ejecting it and reinserting it a couple times. I had to do that with a 3DS cartridge.
Take it back and exchange it
Can you explain the situation in more detail? I'm sure if you have a game cartridge or disc that isn't functioning as intended, you can call the store up and they would be glad to help you out. I have purchased dozen of games from PTL and they all worked as advertised.
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