Can Video Game Publishers Censor Names?

I recently purchased WWE All-Stars, only to find out that THQ blocked any possibly-offensive names when I attempted to create my custom wrestler "Mecha-Hitler". This amounts to censorship. Can the company legally/constitutionally censor something like that? It would have been used only in my home, and I find it abhorrent that they are censoring my creativity, as silly as it may be. I attempted to get a refund from Best Buy, but they don't refund opened games. I attempted to get a refund from THQ, but they just replied "THQ is unable to provide you with a refund. Any refund would be up to the retailer and would be subject to their return or exchange policy." If I'm screwed for the refund, whatever, but I can't just let something like censorship go and want to know of any legal recourse.