I'd do like peanut suggested and just take it back to the store you bought it from. No way would I trouble with sending it in to Microsoft and being without it for a month!
I agree with the others that posted just to exchange it. If you'd had it for more than 30 days, then I'd go through Microsoft, send it in, and give them a credit card number so that you could go ahead and have another one sent back to you.