Thanks for all of your suggestions. I have to give them the numbers from the website/catalog so that they can see if there's some way they can order it through the store for me.
The thing that is so frustrating for me is this. I checked online for gift certificates. You can BUY them online, you just can't USE them online (how stupid is that). I didn't tell my in-laws that the set I wanted was from an online catalog, so they couldn't have known it might be a problem. Even if they knew, however, the fine print that says that you can only use them for in-store purchases is really tiny and at the bottom of the page. I think that most logical people would, naturally, assume that if you don't have to go to a store to buy them, then you don't have to go to a store to use them.
I'm still frustrated, but I am getting more calm every day. Mind you, I didn't actually post this thread until 2 weeks after I found out about the problem. Why do things have to be so complicated? I have honestly never had such a hard time getting someone to take my money before. If only the people I pay my bills to didn't want my money!
Anyway, thanks again for all of your suggestions. I'll let you know what happens.