Whenever I encounter a bike with a rear shifting problem that doesn't respond to normal tuneing, the first thing that I do is to check the derailleur hanger alignment. Most of the time - that's it.

9 and 10-speed cassettes are quite sensitive to less than perfect hanger alignment. A bike that has recently been shipped, especially without a factory packing job is suspect. If it was my bike I'd take it to a shop and have them check the alignment with their gauge. That's about a $15.00 or $20.00 service. Even if it turns out to be spot-on, it's worth it to rule out hanger alignment as the source of your problem.