I`d take that guitar back as well. Id ask for it to be set up correctly, or replaced.
Now, if you wanted to tackle it yourself.....
For now, or for the future. Find a little shirt pocket metric ruler with the little sliding clip on it. Measure the pitch on the saddle on the bridge and write it down, and see if there is a weird pitch on it and bring it to level if there is. then play it and see if still has the problem. The adjustments you make should be very tiny increments. You may be able to adjust the height of the saddle in tiny increments until you get the desired result. For the pickup, measure the distance from the top of the body to the top of the pickup so you`ll know where that is, then you adjust it down in very tiny increments and play it to see the result. Too much adjustment and you screw up the position of the string in the magnetic field of the pickup and get freq' cancelling.
This next bit is not for the faint of heart. I would recommend a proven guitar shop to handle this part because anything you do on one side, or end of the neck affects the other end in an opposite linear fashion.
Measure the distance from the top edge on one side of the fretboard to the body of the guitar where the neck leaves the body and write down the measurement, then go to the corner of the neck and measure the height of the fretboard from the body and write it down. Do this on the top side as well. Using these numbers, figure the pitch of the neck as it lays in the bed on both top and bottom side of the neck. The pitch of the neck might be different between the top and bottom side and would have to be adjusted with almost tissue thin shims under the appropriate corner it to correct it a pitch problem, if its a bolt on. The neck could be out of spec, or the routing of the bed in the body could be out of spec. Even the height of the individual pole pieces on the pickup could be out of spec if they are the exposed type. That is a tiny yet very busy little world right there between the neck and the bridge, with a lot going.
Dang that sounded real cool, I hope it made some sense.
