Forestboy,
I can't help thinking some other issues have come in to play here and it wasn't just the piece getting you down.
You really didn't give it a chance to get used to how it looks, feels etc.

Before you rush in to another decision, spend more money and pin all your hopes on another 'solution', I think you should play around with the piece you've got.
Learning how to attach, clean and modify a piece to your liking is all part of the process of wearing.
Don't see the £600 as a total waste.
Its just an initial expense that (if you approach it correctly) will be a learning tool that will ultimately help you get EXACTLY what you want and, in the end, will save you money by avoiding future mistakes.

When I got my very first piece, I didn't have a clue what I was doing (No internet or forums in those days) and having spent what felt like a fortune & waited ages for it to arrive, I ruined it within the first 10 minutes.
In fact I ruined several pieces when I first started, but I learned by every mistake and never made the same one twice.

I think you should play around with your piece, relax about it, take the pressure off yourself and the piece and use it to practice attachments, positioning, how to thin out a piece, shape of the front contour and how to style the front.
These are all things you'll need to learn and get used to.
You've already learned that you prefer lace to skin. so thats a start.

There IS still time to turn it into something you could wear and you could STILL be on that dance floor bringing in 2013!!
Also, remember to keep any hair you cut off to use as samples for another order, because the colour match is spot on.