Why is a round-trip ticket forfeit if you don't use the first leg?

I was recently bought a round-trip ticket to a conference from Continental. (I bought it through Orbitz). When the conference wanted me a day earlier, Continental tried to charge me $150 to change the flight. So I bought a one way ticket on Delta for $100. I thought that was pretty smart. But when I tried to return home, Continental told me, "You f@cked the whole thing up! You're through!" (This is the only time I have ever seen an airline employee utter an obscenity.) He claimed that because I didn't use the first leg "the entire contract is voided." I checked the receipt of the ticket and there was no clause about this. Is this some unwritten airline rule? How can you legally have a contract with invisible clauses? I have written both Continental and Orbitz about this, but they have not responded.