I would certainly return it. Not only do you have a problem with it being in pieces, but even if you got it together, you'd have tension problems most likely. Billy (lostn51) once told me to be prepared to have a shipped machine dropped at least once from a height of 3 feet and he was right. I had that happen with a machine from Goodwill and they graciously took it back and refunded my money. It was the only one of 6 that I bought from them that got dropped so i guess I was lucky.