Quote: "Russian hardware dealers, dont like it when you return stuff."
In mother Russia, you don't return anything, Russia return you!
Quote: "It is not really worth buying some high grade PSU's because they can die as quickly as a cheap one"
That's a rather dumb statement, hope you enjoy inconsistent and dirty power. Yes, they
could fail within the first few days like cheap PSUs, but the point is they usually don't.
I don't know about Corsair being the best, I always think of them as a memory company, not power supplies. I've stuck with Antec for over 10 years and haven't seen any failures, and bought a SeaSonic(who makes Antec from what I've heard somewhere) a few years ago for my current system and couldn't be happier. Sure the 450w cost me $90 but I sleep better at night knowing its not a cheap $20 piece of junk.
And as Jerico said, that sounds like you broke it. If Corsair has a 5 year warranty, you couold just RMA it with them instead of trying to return it to the russian mob, i mean store.

"Any sufficiently advanced technology is indistinguishable from magic" ~ Arthur C. Clarke