I think the best thing to do is calm down for now...it may seem like the end of the world, but things will be okay.
This isn't what you want to hear, but I don't want you to get your expectations up...I believe Alienware has the right to first try to make your laptop work correctly, and they may not just give you the option of returning it (without a 15% restocking fee). BUT, don't panic. It could be something simple - maybe something's not connected, or maybe the OS needs to be re-loaded. It's not fun, but sometimes things can come loose in shipping. If it's a faulty part that needs replacing...that may be harder to diagnose.
Try to be patient when dealing with Tech Support...but be persistent in a nice way. You deserve to have a working machine, and that's what they want for you to. Check the Alienware website for hrs and phone numbers.