Their is no "complaint department" unfortunately. Their is a consumer affairs department that will go through your information and investigate the incident if you write them or fax them accordingly. It seems when you accepted the reservation to Albuquerque, you agreed to the contract and a change to another city would include change fees.
Another option would be to contact the Department of Transportation.
http://airconsumer.ost.dot.gov/problems.htm
The FAA handles safety issues concerning aircraft and air carriers. Good luck to you.