The schools that refund via check are probably a result of government or academic bureaucracy.

The ethical choice you'll have to face with the course enrollment approach is that you're not only utilizing resources from a school (if it's a public university, money that's extremely limited and partly taxpayer funded), but you're also using up a slot for a course potentially needed by a legitimate student.

While I usually am up for a great way to get something for nothing and wouldn't mind pulling this kind of stunt on say a large-scale mass merchant with poor customer service, I'm not sure I'd be comfortable potentially interfering with students trying to get an education.