To be fair, a good online store will help you out as much as they can. Chain Reaction offered to pay for return shipping when I accidentally ordered two sets of pedals when I only meant to order one, even when I was honest that it was my mistake (& that was shipping from GA, USA to the UK!). I was so impressed with the quality of their service that I decided to hold onto the pedals & gave them to my stepdad for Christmas--I didn't want to abuse good customer service.

But if I needed help installing/troubleshooting a functional item, I'd be SOL. In comes the trusty LBS.