^My first thought, too.

Wheels that are not perfectly 'co-planar' (due to frame misalignment or an axle not properly seated in the dropout) will cause this. If the wheels are not fully seated in the dropouts then fix that. If the wheels are perfectly in the dropouts and the bike pulls to one side than something is happening that should not happen with a new bike (unless your bike has been crashed or crushed or something.