New machines, particularly jointers, often require some tweaking to be ready for production. The quality control these days leaves something to be desired.
There are some basic steps you can take to see if it's ready, like raising the infeed table to zero (even with the outfeed table) and checking to see that the two are in fact straight inline with each other. This is a good indication that they will be parrallel when adjusted out of line to joint boards.
But it's worth the time it takes to go through all the stages needed to tune it up. And even with a well tuned jointer, there is a certain art to straightening long boards. The machine doesn't do it all by itself.
Perhaps you already know this.
You don't mention the model number, nor your experience or the length of boards you're attempting to straighten, so I'm not sure where to point you, but I would highly recommend you practice with some soft clear wood that is relatively straight until you get the hang of it.
If the machine is simply out of adjustment, (highly likely, as it just came from the factory), I would recommend you read a jointer tune-up tutorial and follow the steps to check the setup of your machine and correct any maladjustments that may be found while your warranty is still fresh. Some modern castings are not rested properly and warped tables have been the nightmare of more than one woodworker I know. Better to discover this while something can be done about it..
A good place to start would be Fine Woodworking, available at your local library or online @
http://www.taunton.com/finewoodworking/SkillsAndTechniques/SkillsAndTechniquesPDF.aspx?id=2643
Try to be patient. I've spent many days changing knives and shimming and adjusting my old powermatic over the years, but it's a pleasure to have straight boards when you go to glue up.
Best of luck to you!