Having worked retail in the past for over 26 years I would go back to Gamestop and demand a new one (but in a nice way, don't be mean to the clerks). They will most likely do everything possible to please a customer, especially if you are nice and not a jerk to them. I'm sure they have opened boxes, returned games etc that they can get you one from. Or suggest another store, Gamestop has so many stores they can probably do that as well.
I had the same problem: No dvd in collector's edition, and went to gamestop after calling once I got home from the purchase to find the DVD wasn't in there, and they said, "Ok, bring it in and we'll exchange it". Got there, was very reasonable and not demanding, but understanding and they said after they were discussing it in the back room for 10 minutes, "You have to contact gamesas, as these reserves are all we have here. If there's a problem, let them know they can contact us." Fair enough, but the service at gamesas left something to be desired. No response to emails. But good news was, they finally sent the dvd. Got it January 5th, 2011. My original contact was October 19th, 2010. "Slight" delay in customer service, but late is better than never. DVD was worth it too. 49 minutes.