What should i do about my snake dilemma?

3 weeks ago I bought a baby corn snake. He's really great except for one thing, he won't eat! I know that snakes can go a while without eating but what I'm worried about is that petco sold him wayyy to young and I don't know if he's ever even eaten before. I have tried to feed him 4 times now with no luck and have tried all of the feeding techniques in the book, dangling, leaving him alone in a dark place, braining, cutting in half. The dilemma is that I have the option of returning him and getting a new snake. But the longer I wait to return him, the less likely they will take him back. The store said that they would work with us about how long they will allow me to return him, but I don't know how long that actually means. Should I return him?