From what you describe, I dont think the burrs are at fault..... but the "ears" that engage the grind adjustment thread inside and below the bean hopper may have become dislodged or (hopefully not) broken.
If you are uncomfortable with disassembling the machine to inspect the above, prehaps it might be a good idea to return the unit back to where you bought it and see if they can help you out while you wait? I havent read through the manual for one of these yet but according to a couple of professional reviews Ive read about the machine, the users manual is extremely detailed and should have a section on cleaning the burrs, which involves removing the top burr carrier, etc.
This should allow you to determine what is going on in the grind setting mechanism... at least its a start and you may be able to see whats wrong immediately. There are owners of these machines posting in the forum from time to time, so one of them may see this thread and offer up a solution from first hand experience :). Hope all goes well,