I won! Can you be picky with free?

So I was at the gym (Goodlife) on the weekend during their charity event. Goodlife supports a kids charity so they were asking for donations for the classes being run that day and a charity BBQ and car wash over lunch.
 For attending their BodyPump class everybody got their name entered in a draw and I won! I am now the proud owner of another Goodlife gym bag, some promotional material, a heart rate watch (cool!) and a Goodlife technical t-shirt.
 So here's the dilemma. The t-shirt is a small and is quite tight on me. Unless I was in Toronto this week celebrating with a certain segment of our society, I really shouldn't be wearing it. So when I was at the gym this morning I asked if I could exchange it. They didn't have any appropriate sizes in stock so they are going to order one in for me. This made me feel awkward. Can I exchange something that was free? Shouldn't I just be grateful?
 Oh well. I am sure there are harder things in life for me to deal with.