You could always return the product, and purchase it from a vendor that is participating. You should also verify that your retailer is (or is not) participating, because it is possible the retailer has not provided you the coupon-codes by mistake.
I can understand your disappointment, but I don't think you have been cheated. AMD cannot be held responsible for what customers assume, and I believe AMD's Marketing teams have done a good job of making customers aware the promotion is available from participating retailers. There is always ways to improve, however, so if you have any feedback on where you felt the messaging of "only at participating retailers" was not clear - I am quite willing to pass that feedback on to the appropriate individuals.
AMD Customer Care
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