Banjoman--keep the round wounds.

I've been playing electric bass for 15 years, mostly with active pick-ups. If you think the potential for scratch is high on your new Fender, imagine how loud it is with an on-board preamp.

Without being too harsh, keep the round wounds and practice your chops some more. The "scrathy" sound is really a result of using the guitar, banjo, mandolin, or fiddle techniques of "sliding" between notes on an electric bass. As you have likely just discovered, the bass is a different instrument. After a few days or weeks of becoming REALLY annoyed with the scratchy sound, you will begin (subconsciously or otherwise) to lift your fingers slightly off the strings while changing notes.   

The tonal qualities of round wounds are worth sticking with them, as is the improved technique you will have to develop in order to become a bass player rather than someone who plays bass.

And yes, bass strings break in just like other stringed instruments. As McCaw suggests above, several years is not uncommon. I once had a lovely set of nearly six-year-old strings when my bandmates finally revolted and forced me to change them. The bass was never the same again. Strings mellow as they build up a patina over time.   To hasten this, I suggest eating peanut butter and fluff sandwiches followed by a few slugs of Southern Comfort or schnapps before each practice session. Good luck!