I do not know what the original cost of your piece was, but almost without a doubt you were offered a MRA (merchandise replacement agreement) or a PA (protection agreement). If you purchased either of these to go along with your stereo, then they will have the ability to look up your purchase (only in the location you bought it from) within a certain time frame (less than a month would be no problem). The defective stereo would then be covered under the MRA or PA. Otherwise the Sears return policy for home electronics is as follows:
-under 30 days w/receipt (new or used) is refunded as purchased (CC, gift card, cash, etc.)
-over 30 days w/receipt "new" refund is issued as a gift card at the lowest price it is selling for (what you paid, or if it is now clrx, closeout, or just on sale) (there may also be a restocking fee to apply if all original packaging is not returned)
-over 30 days w/receipt "used" refund is declined
-no receipt "new" refunded as gift card at current selling price
-no receipt "used" refund is declined
According to Sears policy without a receipt and in used condition (even non-working) without having purchased a MRA, PA or having paid with a Sears card (which can be looked up) you are "technically" out of luck.
(I am not saying that they will or will not do anything for you, just laying out the policy so you know.)