Buy the modem that you want from the store. Take your modem home (or better yet, just do this in the car), open up the casing on both your old 2400 and the new 14.4 you just bought. Switch the insides on the two modems, put them back together and take the 14.4 back for a full refund. (The 2400 baud modem in a 14.4 casing.)
Just tell the clerk that it didn't seem compatible with your computer or something. If he wants to start asking a bunch of stupid questions, pretend you're computer illiterate and act like you're in a hurry. Most places will ask you to take the modem to the electronics section of the store so they can open up the box and make sure that everything is there. So make sure you didn't "forget" to include the phone wire, AC adapter and manuals or you probably won't get your money back.
You shouldn't have to worry about the clerk pulling the modem out of a box and examining it all over, usually they just want to make sure it's all there. If you have any troubles, see the section below.
Oh, and if you're the type that has some kind of conscience and are thinking about the poor guy that's gonna come in and actually purchase this expensive 14.4 modem and find out when he gets home that it only works at 2400, you can probably prevent this by calling up the store and telling them what you've done. I usually call up a store and confess to the electronics guy only if he was a jerk to me. Then, I'll call him up and insult him and tell him how stupid he was.
If your old 2400 won't fit into the stores 14.4 case, then you have a few choices:
1. Use a hack saw to cut the 2400 circuit board down to where it'll fit comfortably into the 14.4 casing. Be sure that once it's put back together so that nothing looks out of place.
2. If there's no way that your old circuit board is gonna fit in there, get some switches, plug ins, etc from Radio Shack and glue them wherever they're supposed to go on the 14.4 modem casing. If the circuit board has any weight to it, glue something inside so the store clerk won't notice anything funny. Believe me, a store clerk doesn't usually pull apart the whole modem just because you want a refund.
3. Put the 14.4 case back together totally empty. Wrap the styrofoam or plastic or whatever around it and scotch tape it so the clerk hopefully won't bother to pick it up and look at it.
What if he did open it and sees a cut up circuit board in there? Well, your best bet is to pretend to be as surprised as he is. Say that you had nothing to do with it and someone must have bought the modem before you and done this. If he gives you any shit, ask to speak with the manager and if it comes down to it, threaten to sue them if they don't refund your money or at least replace the modem with a new one.
If none of this works, pull out your AK-47 sub machine gun and demand all the money in the drawer. After you get the money, gun down all the customers and employees and go to a real computer store and buy yourself a 14.4 modem.
I first tried that at Wal-Mart and after it went over so well the first time, I decided to try it again. Only this time I replaced the modem with an old circuit board out of an AM/FM radio. The old bag working electronics that day just glanced in there to make sure it was there and gave me my money back. It just so happened that she didn't know how to work the store's cash register either. Go figure.