One Ram works, the other does not.

Hello guys,
what a problem to have one new years day, especially with a hangover. But anyway, i purchased a whole system for christmas, got everything to work, but when i place BOTH of my memory into the motherboard it does not boot, it just beeps for a time, pauses then beeps for a time.

When i take ONE out, its does work.

When i take the first ram i removed and put it back into the slot where the previous one was, it does not work.

This im taking to mean that ONE of the rams is defective. i.e the first ram i removed.

But when i take it back to the shop and they test both of them, they say they work! Both of them. I have tested the motherboard with the working ram in both slots and it boots fine. with 2gb working, its when i try to put in the defective one, to get 4gb of memory that the continuous beeeeepp sounds upon startup. that indicates that there is not memory right?

But with both of the rams in, i try all the combinations, the combination where i put the "defective" ram in, the beeping sounds occurs. I hope everyone understands this. What should i do, they say they cannot return the parts, if it works when they test it! are they trying to swindle me?