Any chance you omitted a step when unpacking it? I've seen plenty of laser printers and copiers that ship with lots of brightly colored plastic tabs and tape strips inside that you're supposed to remove before powering it up; some are not immediately visible unless you know every hatch to open and every plastic flap to flip to find all the tabs. I could imagine leaving something like that in place could cause problems.
Double-check every step of the unpacking/setup instructions to make sure you didn't miss one.