xD card is the slowest card ever (that is still in the market) in terms of read/write speed. And in case if you want to jump ship (which you probably won't), you can still use your CF card on some of the other systems. Besides, CF card perform relatively faster. You should deserve an Ultra-II for that purchase. Give them a ring and ask for the exchange before making the trip down.
The sweet side of the xD card is, on Olympus dslrs, you can make use of the panorama (preset) function to do in-camera stitching of your pictures together - does not work for CF card. The flip side to this is, you are better off doing it yourself and 3rd party application can do this equally well if not better - ptgui.