Strange UDMP Behavior

I bought a new UDMP from a retailer, and when I opened the package, there was no cover on the device, but everything else looked untouched. But when I plugged it in and configured it to connect to the internet, it constantly sending and/or receiving data. The activity light doesnt stop, unless unplugged... Should I do an RMA? I don't know much about looking at the logs to look for anything, our other device does not exhibit this behavior...