It really all depends on the engineering done on that chip. In general, these "plug-in" chips are pretty crude stuff--they screw around with timing, or they try to fool the coolant temp sensor, etc.---the real power and noticeable differences come from sophisticated re-programming done with special equipment.
Ask for your money back if you don't notice any difference, and if they balk on you threaten to spread your experience all over the Internet. That'll get their attention if you do it correctly. There's the eBay feedback, YELP, the Navigator forums, Better Business Bureau in their locale, and the local DA's Consumer Fraud office. Make out a list of where you're going to post and send it to them if they refuse to help you.