Linux

[DSS]

CoarseSand: If you bought it in a store, you may be able to return it to the same store if you tell them (quite truthfully) that it didn't work on your system - they will almost certainly have some kind of returns policy, though many are time limited so I suggest you hurry.
Also, from penumbrablackplague.com:
"...In addition Publisher's site have specific information regarding the Windows version and Developer's site have specific information regarding the Mac & Linux versions...."
The publishers (the people who put it in stores) are only caring about windows, the developers (the people who make such great games) care about all three platforms. If you buy from paradox, you shouldn't expect the same key to work on something purchased from frictional games, because despite it being the "same" game, it's coming from different companies - from an economics point of view this makes perfect (if annoying) sense.

Personally, I am very grateful to the developers for going out of their way to produce a native Linux version, and I hope that other Linux users realise that what they buy in physical stores is not it.