Hey,
Thanks to everyone for their posts. I took the bike my LBS (s******) rather than the place I bought it from, and like everyone here said, it was a quick 5 minute job to stick on a different style of link (which the helpful chap said would now actually be the strongest link in the chain) and I'm back on the road.
He figured that the pin between two of the links had falled out. Whether it was due to build error, or just an unfortate event, who knows - but either way, I'm not going to back to the place I bought the bike from. It's funny how customer service can be so important, and in these days of the internet, where all you have is customer service to know how good somewhere is, even if a brick and mortar store cocks up, they're still just as evil.
Anyway, thanks again to all, I really appreciate your help and advice. I'd name and shame the store, but that's no very nice. Let's just say it's one of the biggest bike stores in Glasgow.
John
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Recess (aka John)
www.recess.co.uk
"I feel sorry for people who don't drink. When they wake up in the morning, that's as good as they're going to feel all day."
Frank Sinatra