While it may be complicated or time consuming to retrieve it, they do not get to keep it. A regular business practice would be to charge a fee on retrieving. However, understand that they do not have the rights to my money just because I made a mistake like that!
 
WuLabsWuTecH, thank you for this comprehensive explanation. As I understand it though, there is one gotcha: MtGox must have full access to all accounts to operate, so they must also be able to transfer money from the account where it was erroneously deposited to back to my account (as long as that account is still solvent after such transfer).