Probably a failed CD. Best solution will be to exchange at Costco.
If Costco won't exchange it, you can call customer support, but I don't know what their holiday week hours are. If you tell them you bought the CD but don't have a CD drive, they should be willing to put a download in your account. They may verify purchase of the CD by asking for some code numbers printed on the CD or pressed into the plastic.
For customer support hours and link, see below. Use the web form and type your question or a keyword. You will get an appropriate phone number for your issue. (You will not get a phone number if you use the link outside of operating hours.) https://ttlc.intuit.com/replies/3300041