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You use a computer a lot in a day. I'd eat the $250 if you don't like the machine and go with a Mac.

You can always use Boot Camp, VMWare Fusion, Parallels, or VirtualBox if you need Windows compatibility.
 
Send it back, get an iMac or MacBook Pro. Problem solved.
Sell or keep the monitor, keyboard, and mouse depending on what you buy.
Seriously man, you already like Macs. Just do what you know is right.
 
Relax!! Life is all about change!

My advice would be to pay the restocking fee, get a near top range iMac (they play everything, and well) and keep your netbook. You'll probably save money in the end.
 
Well since this thread hasn't died, I figured I'd come back and let you all know what I decided to do, and by that I mean I've lowered it to two possible options.

I called Alienware to process the return, seems like an annoyingly long process but I'd rather return it when I can and eat 250.00 then keep it a few more months and sell it for a huge loss.

Anyways, I'm going to get either a 15'' Macbook Pro with the dual graphics and a Cinema Display or a 17'' MacBook Pro.
 
Return it...If you hate it now...just wait...

$250 is a small price to pay for happiness and piece of mind. Call it the price of a lesson learned.

Agreed with these. If you're not happy with the alienware now, you're not going to get happier with it as time goes on.

It sounds like:
1) you don't like windows
2) you don't like having two computers
3) you like playing games

Thus, I'd say a macbook pro is the right choice for you, so congratulations on settling on that. :)

Now, as between a 15" with display and 17", I'd say the former. You get(essentially) the same power, more portability, and more screen space at your desk.

And finally - try not to worry about all of this so much. At the end of the day, it's just a computer and just money (I know money can be a big deal, but this doesn't sound like a "feed-your-family or heat-the-house" situation). Really, nothing here is worth the mental anguish you've put yourself through. You're down a few bucks and some time spent on all the sales and returns, but that's really not so bad. And now you'll get something that, IMO, sounds just right for you and hopefully be happy with it. Good luck. :)
 
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