I am sorry that you are having an issue with the pixhawk. When you turn on the pixhawk what sounds does it make?
Before you send it back here are a few things to try.
1 - Verify the Drivers are installed and the board is seen by our PC
Just double check you have the correct drivers loaded, the easier way to do this is to re-install the latest mission planner software. But I dont think this is the issue for you. Its also a good idea to first delete the pixhawk drivers as shown in the image below.
2 - USB port does not have enough power for the Pixhawk
It could be that your USB port is not providing enough power to the Pixhawk which can cause problems. Can you please try connecting via a powered USB hub, or power the Pixhawk via the power module when connecting/uploading firmware. Also make sure to remove any propellers just in case something turns on!. Also can you try to reformat your SD card.
3 - Manually load Pixhawk firmware using px4uploader.exe
You can also try to manually load the firmware onto the pixahwk following the steps below with px4uploader.exe.
Re-install MP from MSI file, you can download from here:
Download the plane px4 file (firmware) from here:
Connect the USB cable to the Pixhawk but don't connect it to the computer
Go to the MP installation folder and open px4uploader.exe application
(the location in my machine is: C:\Program Files (x86)\Mission Planner)
Select the firmware downloaded on the step 2
Connect the USB cable (connected to the Pixhawk) to the computer
You might need to repeat the above steps a few times at it can fail the first time.
If it did not work it will look like this, so you will need to try again
Once complete your screen will look like this
But if that still does not work there could be an issue in which case you will need to send it back for us to repair/replace it for you.
4 - Try to format the SD card
Sometimes the pixhawk SD card is not read properly, or the last time it tired to save a log file onto the SD card there was a problem. In order to fix this you simply need to reformat the SD card on your PC, but you could also just try to delete all the files on the SD card too as some users have reported that works too.