What about music CDs,data CDs and divX Video CDs (if you have)? Are they playing OK? Can you borrow a Blu-ray disc and see whether it plays?. All these only to quench my curiosity. (Incidentally I have the same stuff - may be two or three months old now, bought from ebay USA from India and no probs so far)
In any case, since it is new and shouldn't give any such troubles, why not return it to Newegg without losing any further time if their return policy permits or seek warranty support?