I would have it replaced immediately. Others have asked for the hex file for the 1.21 and I don't think anyone has responded. If you have a 2nd alien, I can tell you how to wipe the bad one and put the firmware back on, but I wouldn't wipe it without having another one for the program to recognize.
Have you plugged it in to see if the mod is being recognized by the upgrade program? If it says there is nothing there that is when you need a 2nd one to capture the program. But honestly, having problems so soon after purchase, I would try for the vendor to replace it.
eta: Try the 5 clicks to see if you can turn it on. Every time I replace batteries, I have to 5 click it again to turn it on.