Call their customer service number, and let them know that the company that delivered the item damaged it.
Returns are easier if the item is sold by Walmart otherwise third party sellers will require that items be returned via FedEx. Either way, quality control is something Walmart should work on.
Call customer service or you can go online to your account and start a refund. It's pretty simple but if your having complications with the site its always faster and easier in my opinion to call. I hope you get this resolved asap
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