How can I prove I never owned something in the first place?

Two weeks ago, I bought a DS game from Walmart. I had been looking for it at various EB Games/Gamestops in vain, since none of them had it in stock. I recall opening it once after I bought it, but I more or less fiddled with the inserts, and I don’t remember ever actually taking out the game.

Because of reasons, I never actually opened the box until today.

There was no game inside the case.

The two possibilities are that a) I actually did take it out of the box, and it’s somewhere in my room here at school, or back at home, although I know I didn’t ever actually even take out my DS or the game while there, or b) There actually wasn’t a game there at all, and either by the fault of Walmart or the manufacturer, my copy of the box was empty, and, by some sort of miracle, all the games of this title in the Walmart display are empty.

My problem is that if I can’t find it here and I come to the conclusion that it was never there in the first place, how to I convince Walmart of this? I worked customer service, I had to deal with bullshit excuses all the time, and mine sounds like I’m someone who’s clearly just starting a lifestyle of scamming companies for video games and other merchandise. 

The only shred of proof I have that I indeed purchased at least the box is that the SKU/UPC code on the box matches the one on my receipt. That’s it. But obviously there is still the huge possibility I could be lying and am trying to get a second copy of the game for free.

I want to own this game. I really do. I’ll probably end up going back to Walmart and purchasing another one, except this time I’ll open it in front of the sales clerk to make sure that it’s there, in case it isn’t. And maybe then, by that same miracle, none of the boxes have games in them, they might believe me.

Assuming they don’t believe my story, which, let’s be honest, they totally won’t, the thing I’m pissed off most about is that now I’m out thirty dollars. And when you’re a student, thirty dollars is a lot of money.