Mr. Ethical says go back to the store where it's "too late" and buy another one of the same model that works, and then return the non-working one in it's place for a refund or a second working light gun. Even if you're like Mr. Ethical and don't have any friends, a second light gun is great for playing HOTD2 John Woo style.

That Mr. Ethical says the darndest things.