Something is wrong, return it.
For that matter, you may want to consider that this may not be the way to go at all. HTiB (home theater in a box) systems are generally very poor in quality. While it does show on their website that this DOES have a couple of HDMI inputs, your money may be better spent on a more traditional home theater package for similar money.
Not sure what you paid, but $300-$500 can get you started on the right path, and that Samsung system is not at all what I would call the right path. This is obviously your choice on how to proceed, but if you want to get some gear that will last you for years and offer you some industry standard upgrade options and reliability, then I wouldn't stick with that Samsung.