Which PS3s are backwards compatible?

So I just up and sold my Xbox 360 and bought a PS3 (250 GB) today.

Two years ago, I wanted an upgrade from my PS2 (still have it, still love it), and I decided to try something new, so I got a 360. I ended up not liking it that much and it basically became a DVD player.

I digress. So I got my new PS3, hooked it up and played with the settings. I was excited to play one of my favorite PS2 games, lo and behold, it wasn't compatible. It felt like a freaking punch in the gut. I instantly turned to Google and learned a new term today: backwards compatibility. Another punch in the gut.

I dropped $250+ on a new PS3 and it won't play any of the games I already have (all of which, I'm willing to bet, don't have PS3 versions). That was one of the main reasons I got it. I assumed that this fancy, expensive machine could play a little PS2 game when a simple PS2 can still play PS1 games. Playstation really dropped the ball on this one.

(Sorry for venting. I'm angry at myself for not doing any research beforehand.)

My questions are:

So which PS3s are backwards compatible and where can I get one?

Also, wtf am I supposed to do with the $250 mistake? Will Walmart take it back after it's been turned on and tweeked with (I only changed some settings and made the downloads for internet and the Playstation Store [I was desperately and hopelessly searching for my games]).

Please help me.