If it’s an expensive one, (Like a Dean, Ibanez or expensive Fender Strat for example) then complain. Hold on to the reciept and get them to fix it, replace the guitar or reimburse you. If they don’t… then I suppose you could sue them depending whether or not it was your fault, but if that fails have a new trem arm put in. I’d get a good “Floyd Rose”, because they are the best arms.
Obviously if at this point, it’s a crappy cheap Vintage or Squier or something, just buy another guitar. It’s pointless trying to get a guitar $250 downwards fixed, because you would invest greater in buying another one.
Oh, and if you want to live with it, you could get it out yourself with this method:
1)Get a Metal drill.
2)Drill into the Snapped part of the Whammy bar (Make sure it don’t go right into the guitar! Only a small way into the whammy.)
3) Alter the rotation of the drill to opposite of the way the whammy screws in.
4) Drill! The whammy will come out.
(5) |OPTIONAL| Throw The broken piece of whammy at the shop window where you got the guitar, and scream and shout “You dirty f*$&”£g decieving little f%“^&s!!")
That’s if all else fails. I’ve done it on my guitar, and it worked. I was in the same situation at one point. All you’d have to do is get another whammy bar that fits it, then. They aren’t all that expensive really, you can get a cheap, good one from ebay.
I’m just kidding with the last option, but do it if you want. Good luck ;)
(Oh, and I’m NOT held responsible if you mess up your guitar worse trying to do the D.I.Y method. Do it sensibly, and you should have no probs :P)