PSU [Dead On Arrival]

I bought a "GX600 Watt Corsair Power Supply" and it was a DOA, : / I don't know what to do but I either want my money back or a new one, what should I do, I bought from Newegg.com

 

Please Help, Thank You

go to newegg, log into your account, you into your profile (or whatever it's called), in the list of links on the side you should see "RMA", click it and you should be walked through the process