As Ishootcanon said, a picture would be good. If there is some kind of release button, try moving it different directions - left, right, up, down. I have extension tubes with an odd release button.
Go to Ebay to get your money back! Don't do anything that might change the appearance or damage the setup. Back in the days of film. I bought a Nikor enlarging lens. It was rated as Like New. I got a lens the had fungus on interior elements and had non-Nikor lens caps. I went to Ebay; they got me my money back. Since I bought it with my AmEx card, I also let them know that if I got no help from Ebay, I'd be coming to them; they said they'd help if I needed. I didn't. Ebay took care of me.