I'm not joking at all - check the website which also carries the same guarantee.
I buy plenty of games, and have only ever taken about 5 back (which is a small amount over a few years, I have a lot of games). In fact once Game bought this rule in, I have purchased many more games from them. Virgin also tend to allow you to return games quite easily.
My friend on the other hand, takes back virtually every game he buys, and swaps it for another one - slightly taking the piss. If you do that, then it is really down to the discretion of the Manager whether or not to allow you to keep doing that.
Check out this link:
http://www.game.uk.com/custservice.asp
As a general rule:
GAME
HMV
Virgin
Will let you return a game quite easily, regardless of whether it is opened or not.
Dixons {spit}
PCWorld {spit}
WHSmith
Will only let you return a game if it is faulty, and will more often than not only offer like for like replacements.