It's not possible to burn the file to a DVD or play it anywhere other than the Microsoft Movies & TV app. This is the same as if purchasing it from any other digital marketplace. If your laptop and TV have HDMI connections, you can connect your laptop to the TV that way in order to view it on the TV.
Other options would be buying an Xbox 360 or Xbox One and using those connected to the TV.
If you want to inquire about a refund, you'll need to contact http://support.xbox.com
Please refrain from discussing piracy and circumventing DRM on these forums.