Why, Lenovo, why?

I recently got a new Y510 IdeaPad from Lenovo. Woohoo, right? Wrong.

Ever since I got it, it's been nothing but trouble. AIM has to be restarted multiple times before it works because of some file missing, Firefox constantly loses my previous sessions, the thing shuts down whenever I use certain programs, such as any PSX emulator, DS emulator, even Windows Media Player (you know it's a problem when it can't even use the programs pre-installed)

I really hope to God this is something that can be fixed without having to send away, since this laptop is actually a replacement for another that also crapped out on me. It runs 32-bit Vista. I just don't know what to do. Maybe I'm just a n00b (I am) but I find this ridiculous, as everything I listed, my old lappy could do just fine.

Help?

Error message?

It's brand new -- can you re-install windows on it and see if it works fine out of the box?

No error message, just abruptly restarts. Alternately, does anyone know Lenovo's exchange policies? I'd MUCH rather have a desktop than a laptop (it was a gift) and was wondering how they are about exchanging.