If the entire machine carries a warranty, u better not have broken any seals opening it upHDD should have one small cable (going to the mobo), and a 4 pin power cable (going to the PSU). If you don't know what you are doing, i wouldn't take sn3rd advise of playing with the ram, because i have seen many guys break ram chips trying to play with them and touching the goldpin goodness!! A bad experience with a company doesn't mean they suck, just means you had bad luck. I personally haven't used prophecy, but i hear A LOT of good things about them. Send it back, or if they have a store take it in.
And since you haven't spoken to them yet, you shouldn't be bashing the company. This is why sites like HelloPeter totally suck, as people post without actually looking into things!
4-pin power cable? Do SATA hard drives these days still come with molex power?? Haven't seen one in a WHILE
And I'm not suggesting playing with them. Simply trying different configurations