OK, if I can't get a refund on my domain I'm OK with that. Rules are rules.
However, I still want to buy a new domain. I go to "manage my blogs" and then I click "register another blog," which takes me to the page with "Get another WordPress.com blog in seconds" at the top.
Then I fill out the registration page, choosing example.com (not the free wordpress.com option) and click "Create Blog". This redirects me right back to the "Get another WordPress.com blog in seconds."
It's taking me in circles and really frustrating me! I just want to buy another domain now!