Without being there is difficult to assess what's happening. I would have assume the bike should have left the Bikes Direct already adjusted for derailleur height because a pro set alignment block needed to be used to make sure the front gear was set properly for height. Like any front derailleur you need to put the chain in the largest rear gear and the smallest front chain gear before adjusting your low screw and that the clearance is no more than 0.5mm between the chain and the chain guide inner plate of the derailleur, then put the chain in the smallest rear gear and the largest front chain gear and adjust the high screw so that the clearance is no more than 0.5mm between the chain and the chain guide outer plate of the derailleur.

A bike shop will probably charge about $20 to do it, but if you take it in have them do a basic run through checking everything, it might cost you $40 to do that but worth the piece of mind. I would also contact Bikes Direct about the issue, they may reimburse you or the bike shop for any money you're out especially on the front derailleur issue.