Hi Pauls,
I came though this post of your while searching for the problem :

"I am new to ETH and tokens. I have one wallet to hold ETH with one of the exchange (EthexIndia) in India. Few days back i heard about ICO of OpenANX (OAX) and though to purchase the same. I purchased OAX tokens from contribution of ETH using my exchange wallet. Now i cannot see tokens in my wallet. After looking into the transaction hash, i found tokens are allocated to my Exchange (EthexIndia) and not to me, because sender address was exchange address.

I checked with my exchange and asked them to return those tokens, but they have no idea on how to return or split the token into ETH or any solution by which they can return my tokens because the exchange only deals in ETH transaction."

I am currently looking for a solution similar to what you suggested in this post, can you please suggest me something?

Kr
Sulabh