'checked it would play on my computer XP,', was that just looking on the box or did you ask someone? That could be important.
Also I would approach PC World again, since if the writing is very small it might be considered 'unreasonable' for them to expect that you should read it. Perhaps if they still won't refund your money they might agree to offer you a credit note/ vouchers or another game that might work.
It is a difficult area and I can understand your frustration, although I'm not sure it is exactly a con.