And this is why they invented gift cards

So, my mother-in-law bought me Mamma Mia for Christmas. Now, I actually do like a good musical, but this one just didn't interest me, probably due to the Abba music. Back when I was working at a bank, one of the girls would play one of their greatist hits albums, oh, about 3 times a week. It's the Abba channel, all day every day. Needless to say, if I ever did enjoy their music (not likely) all the enjoyment would have been ground out of me during that time. So, what to do with this movie....I have to admit, I toyed with the idea of trying to take it back to various stores, see if I could exchange it for something else, but I ultimately decided that would be rude. I knew that she would eventually ask me if I watched it, and I have been trying really hard lately not to tell even the littlest lies. So, the day after Christmas Sgt.G had taken the neighbor kid hunting, and after a couple of hours I gave up and put it in. Unfortunately for Sgt. G, he came home about 10 minutes into the movie."What the hell is that noise?" he asks from the other room.
Me: Mamma Mia
Sgt. G: You are actually going to watch that? Do you have to do it now? I don't think it is appropriate for your young sons to be in the house while you are watching it. (let's keep in mind that we just watched Paint Your Wagon with Motormouth last week and had to skirt around the issues of prostitution and bigamy)
Me: you mean you, and you weren't here when it started.
Sgt. G: oh good, so is it almost finished?
Me: Uh, maybe (so much for not telling those lies, right?)
an hour later...."my ears are bleeding"
Me: Hey, why should I suffer alone?
Sgt. G: if you don't like it, why are you watching it?
I then launch into my explination for watching the movie, to which Sgt. G thinks I am crazy. He thinks I should just smile and nod if she ever remembers to ask. I still think that is a little rude. I can just imagine her out shopping for me, wondering what to get, trying to find a good sale....I know it is a lot of work, I used to do all that myself, and I don't want to seem ungrateful (regardless of what she thinks, I do try to be a good daughter-in-law) So, what is the proper protocol here? If she bought me clothes and they didn't fit, it would be acceptable to exchange, right? I could even probably call her for the gift receipt in that situation. So, I am wondering what everyone else's memorable cringe-worthy gifts were, and if they sucked it up, or did something about it? Feel free to change names to protect feelings.