Complaint Review: Grossinger HYUNDAI

I bought a car about 2weeks ago at GROSSINGER HYUNDAI in LINCOLNWOOD IL. And 9 days later the dealer called me to return the car because they couldn't get a loan as they offered me before. The day I bought a car they said I got all approved the loan, got a monthly rate, so I just drove the car home. First time I couldn't get it because they let me drove the car home, they said everything was well done. Anyway I returned the car the day I got the call because they almost threatend me by phone. The problem is they didn't give my down payment back($10,000)!!! When I returned my car, I asked them to give back my down payment but they said they only make a check on Friday. I refused to give a car without my money but they said they subtract the money in my down payment if I don't give them a key. So, I returned it and got a paper which is signed by the manager for the return. I waited till they promised but they didn't send my money. I want to report this to media and sue them.. etc as much as I can do . I will hire the attorney tomorrow.. Any advice??