Can I sue a company for not giving me my merchandise on time?

I ordered a headboard from a company. They did not post that there are no refunds anywhere except the receipt, which means I didn't see it until after I made the purchase. The salesman told me it would take 7 to 10 days to have the headboard delivered. It has now been five weeks. I have called and stopped by in person to check on the order, but they are unable to answer when I can expect the headboard and they have no idea if it's even in stock. They have also been very rude, telling me it's not the end of the world that I haven't received it yet and I shouldn't be making a big deal out of it. I realize it's not the end of the world, but I also realize that I made a purchase and was given an incorrect time frame. I told them at this point I would just like my money back, but of course that lovely no returns/no cancellations policy means they will not return my money.