Let me guess. Truvativ crank set? Yep... take it back. I deal with these all day. They should replace it with another crank... but who knows if it'll fix it. Haven't had a repeat yet.
Let me guess again, left one? If I had the power, I would recall these pieces of crap... you're not the first and won't be the last.
Sheldon, I've tightened these things down with all my might, and they still fall off... Truvativ screwed up as best I can tell. Did it on some GT's as well.
Edit: Only seen it on the lower-end ones.