Buying Unassembled Furniture Sucks (what would you do?)

So I bought a new desk because my old desk was 15 years old, made of particle board and was starting to come apart. Anyway I bought a nice metal one from a big box store, got it home and started putting it together. I must have spent an hour to get one screw to fit in one of the pieces. After looking closely at the screw hole I discover it had no threads like the others but is just a hole. Obvious defect from the factory.

So I drove back to the store with the defective piece and my receipt hoping I could get them to give me a working piece. They told me to call the manufacturer and they'll send me a new piece for free. Only problem is this is saturday and manufacturer is closed on weekends. At best I won't have the new piece in my hands until the end of this coming week. This is unacceptable to me.

So what would you do? Go back and demand they open another box and give me the piece? They have a working model on display. Or should I be a cuck and just wait a week with my office torn to hell with pieces of this desk laying around?