Read down a little further on that page and it plainly says a iPhone ordered from the online store can not be returned to a retail store. I didn't know it either. I was going to take mine and get them to return it and then rebuy it under a different number. That's not going to work though.
Doggoneit, you're right. Is that why they give you 30 days to return? (or has that changed?)
btw, I have been on hold for about 3 hours with Apple.