Broken Dreams: Urban Outfitters

When my mother and I went to Chicago way back in November we went to Urban Outfitters in Schaumberg. The girl in front of me was buying a neon pink lamp that looked like a deer. I desperately coveted this lamp, but alas it was the last.
The Urban Outfitters in StL never got them and they never appeared online. Then low-and-behold in February, Design Sponge features Cassidi's table makeover and THERE IS MY LAMP!

 (Design*Sponge)

I immediately got on UrbanOutfitters.com and sure enough, there it was. Yummy! I love a bit of kitch mixed into my home. I waited for a Free Shipping event and then I ordered him.
He came last week, I got him out, and look at this:

And part of the shade was crushed/dented. I was furious and immediately packed him up to send back... But then I look at this picture:

And I can't help but think how cute he is!

What do you think? Send him back? Call them and ask them to send me a replacement shade? Or do I just spray paint it a glossy white and turn the slightly crumpled side to the wall?