I would definitely not return the swing. We used the swing until our kids were close to a year old, even with Jeremy who is our biggest baby. In fact, it's still sitting in my living room. I need to take it down!
The infant seat is a tougher decision. If you think you can carry 16 pounds in it and you know that she's less than the height limit (it's in the manual...usually around 27") then you might want to keep it. Especially, if she is unable to sit up on her own. The convience of an infant seat in the grocery cart makes it worth it even for a month or more in my opinion. If she's sitting up on her own this won't be a big of an issue cause she could sit in the cart.
Good luck!
Kim