hmm, mine came w/ batteries & a little case for the whole thing.

You might recheck the page for yours and see if it is supposed to have batteries or not. sometimes they mess up.

For Amazon-
We got a used or returned phone once and they sent a new replacement right away and gave us 30 days to return the bad one.
I just contacted them thru the contact us or customer service page, although I think it took me awhile to find the info page I wanted - seems like it wasn't easy to find...