If you bought the program from Costco and it didn't function as required, you will have to return it to Costco for a refund. They sold it to you and are the only ones who can giver you a refund.
TurboTax online has no way of knowing that you paid for a desktop program - when you prepare and file your return with TurboTax online, you must pay for that service at that time.
As @mesquitebean posted above, "If they won't, you can use this online refund request form. However, you would need to mail the CD and copy of the receipt to TurboTax as instructed at the page How do I request a refund for my TurboTax product?
