I accidentally sent some bitcoins to a testnet address from MtGOX.
First: sounds like a bug in Mt Gox's bitcoin address validation code that they should fix.
Second: Do you own the testnet wallet with that address in it? If you do, then it is possible to transfer the public/private keypair from your testnet wallet to your main wallet and recover the coins (but you'll need to use PyWallet or one of sipa's export/import private keys bitcoin branches).
Because the coins are recoverable, you shouldn't expect Mt. Gox to refund the transaction... (otherwise everybody could create testnet versions of their main-net bitcoin addresses, withdraw, and then as Mt Gox to "refund" their "mistake")