This changed over time of course. Today in most European countries the general opinion is that something like, for example, a weather database is protected by copyright law, although it does not really represent a individual work of art.
I am not a lawyer, but i am studying computer science (major) and law (minor) here in germany.
In my opinion parent is right, you have (at least) 14 days to return the product. There is an exception from this rule for software (actually there are several exceptions, refer to paragraph 312d BGB ), but only if the software is sealed in some way (for example a sealed box with a cd in it and you broke the seal).
If the seller did not mention the "Widerrufsrecht" of 14 days you get at least 1 month (if they tell you about this afterwards), 6 months (if it is impossible to find out when they told you) to return it. If they never tell you about this "Widerrufsrecht" you can always return your stuff at any time for a full refund.
The seller is obligated to give you a full refund (except for shipping costs if the price is below a certain limit, i believe 40 Euros).
Note however that this is only valid if they sold you the product. If they just sold you the service (for example providing the download), and want you to pay for that the situation is quite different.
Again i am not a lawyer and YOU SHOULD NOT rely on this information!
The first rule of intelligent tinkering is to save all the parts. -- Paul Erlich