AFAIK, nobody refunds sales on sterile products, so you're left with saving the pins for later, so just turning them into you local sharp collection site. it's highly illegal to throw them in the garbage. Just put them in a sharps container and say you're turning it in for a friend, they don't ask questions. especially if they're new unopened pins.
As for slin needles, a bunch of online places carry them, and any pharmacy will have them. Not sure what their policy will be for purchase though, but I know they're not controlled since there's a TON of diabetics out there that need them all the time.