Disgusted stole my money

I bought something in a game and i never received the item I purchased. I then immediately got two deductions on my bank account. I contact Microsoft store support and the consultant was friendly. She said they would gladly process my refund. I filled out the application for it and then received an email confirmation. Only 2 days later I received a no you will not be refunded!! So you basically STOLE my money. I dont care what terms you have I never got my item and its your fault so give my money back!