Like everyone else suggested - If you can't get it working send it back. (first ask if there will be a charge to repair it).
If there is a charge I would look into the RCBS hand primer. I've used mine for years without any problems.
I do have one thought though. Were you trying to use large primers (rifle or pistol) but using the small primer accessories? Could be you have a primer stuck in your hand primer. Just guessing and throwing out ideas.