first, this'll probably get moved to the peripherals forum.
if there's an Apple Store nearby, take it in. I think for small things (things around iPod level and lower) they'll test it and replace it on the spot if it's defective. If you don't have an Apple Store handy, do what Q said and try to figure out specifically what the problem is, and then call Apple. they'll probably have you send that one in and send out a new one... they might want to repair yours and send it back, but i bet that'd be much more expensive than sending you a whole new one.