Air India - Carry-on baggage loss

Due to the flight being full I was asked to put my carry on baggage in the front where there was some open space. I did this and when I got off the plane in Mumbai the baggage was missing. I requested the ground crew to help me file a lost report but they were reluctant and showed no interest with my request. I contact Air India office in Chennai who asked me to log a report on my return to Chicago. I contacted the Air India baggage crew in Chicago on my return on 8/22/07 but they declined to provide me a report and told me that the Air India office in downtown can help. I contacted the downtown office on 8/24 and they asked me to fax the request, I faxed all details as requested but did not receive any call or return fax as assured. I contacted them via fax again on 9/7 with a statement that I would contact the Chambers of Commerce and Consumer groups. I got a prompt call back within 2 hours with an explanation that they cannot help with this request. I am not sure what to do, since the lost items include a DVD player that I bought for my kids to be entertained on the flight (knowing the quality of Air India entertainment). Along with the player i lost 10 DVD's.

Any help would be appreciated.