Have them make it right...return shipping and all. It's on them, not you!
I'm kind of a softy, I would call them and ask them to send me the syn-rope (and accessories needed), I'm willing to respool. I'll send them the steel back on their dime. Way cheaper than them having to pay return shipping on a 60# winch!
Or just raise hell until they make it right...Everything has been a bit heated everywhere as of late, but this should totally be on them.
I'd be on the phone w/ them everyday until they fix it.
Edit: I pulled the link up and it said it was sold and shipped through Amazon, you should have free returns, esp if they fucked it up.
Don't back down.