You cannot play a TV show or any other video or movie purchased from the iTunes Store on anything other than an Apple device or in Apple's software. If you wish to view the shows on your TV, you will have to connect your computer (or an iOS device) to the TV or buy an Apple TV.
As to a refund, that probably will not be possible since the terms of sale for the iTunes Store state that all sales are final. You can contact the iTunes Store, explain the reason for your request, and ask, though:
http://www.apple.com/support/itunes/contact.html
It's possible they'll make an exception for you.
Regards.
