Return Shipping Question

[friday1013]

I need to return an item (a board game) because the it is missing parts, although the listing claimed it was complete. I contacted them, and they said sorry, but offered no help. So I submitted a return request. But instead of accepting the request, they sent me a private message saying I would get a refund when they got the game back, and gave me a different  name and address than the one listed on the return notice. I am fairly certain they are obligated to pay return shipping in this case, and are supposed to generate a return shipping label for me by accepting the return request. 

Should I ship it myself and try to fight over the return shipping cost later? Or should I press for a return label?

Thanks,