There are indeed several options open to you.
If you are not happy with a product or service, as a first step you should make a verbal or written claim directly to the establishment that sold you the product or service.
Assuming sufficient grounds and a degree of reasonableness on the part of the establishment, this is the perhaps the easiest and most convenient way of sorting out such problems.
If this does not resolve the situation and you still believe your rights as a consumer have been breached, you should request a complaints form from the establishment.
These official documents include instructions on how to fill them out and before which authority they need to be filed.
In most cases, you need to send a copy of form to the Oficina Municipal de Informacion al Consumidor (OMIC) which will process the complaint from there on.
The OMIC is also a good place to start for general or specific information on making such claims.
Another option are the Juntas Arbitrales de Consumo.
These are state-sponsored organisms which provide both parties the opportunity to reach an out-of-court agreement.
They are not judicial organisms however and have no competence in conflicts arising between private individuals or in cases which involve intoxication, injury, death or where there are indications of fraud or other criminal activity.
In such cases and in general if no prior and amicable agreement is reached between the parties to the conflict, you would need to file a formal legal suit in the courts.