I need help with a cd that I bought?

I bought a cd off of Amazon.com. I just received it today and there was a sticker on the front that says "This compact disc is the property of the applicable record label and is being provided for promotional use only. Resale is unlawful and may be punishable under federal and state laws." I feel really bad and I don't want a cd that is stolen. I guess my question is what should I do with the cd? Can I get in trouble for buying and owning it?