I would be very careful about doing something like this. The store could sue you for defamation particularly if you called the crooks. What you may have taken as a lie could have been a mere miscommunication not a lie. If you feel that they defrauded you and induced you to buy the mattress by something untrue that they said to you I'm pretty sure that California has a consumer protection law that you could sue under and possibly be awarded attorney fees. Please contact an attorney in California about pursuing legal remedies before doing anything else that might get you sued or arrested. (The store and possible the land it sits on is likely to be private property and they probably have the right to exclude whomever they want to exclude, including you).
Did they "lie about the exchange policy" in the contract you signed with them? Did you read it before you signed it? If the policy is in the contract, but you didn't read it, you've got nothing to complain about.