My current organization is refusing to give me a relieving letter as I resigned after 1 month of joining them. What should I do?

I currently work in a small service based IT company in Bangalore, India. The work environment here is very demotivating and I should not have joined them in the first place. I am currently under probation period and I resigned after 1 month of joining them.
Now the HR and my manager are denying to give a resignation acceptance letter and stating that they cannot provide a relieving letter aswell. I have a very good offer in hand and I do not wish to risk that. What should I do?

Dear friend
If your tenure is going to be just for a one month, then what is the use of acquiring the relieving letter? It is better if you do not include this assignment in your CV. By quoting such short period, you could have to face uncomfortable questions. So better if you let go about the relieving letter. Nevertheless, have a proper handing/taking over of your charge and tell the authorities in the company to provide "No Due Certificate".
Thanks,
Dinesh Divekar

Hi Dinesh,
Thanks for your inputs. My account has been credited with the salary that I received and hence my UAN will reflect the with the EPF from this organisation.
Hence, I am looking for a full closure with a relieving letter, so that there are no hassles in the future.