I just picked up a Zalman CNPS12X and noted something peculiar about it. Is that head sink supposed to be slanting at a pronounced angle? I'm certain something is wrong with it as the center fan is almost completely frozen and the rear fins are rubbing against the fan, I'm just wondering if when my replacement shows up it should be straight.
The heat pipes on the heatsink that stick up and around are bent...the cooler can be straightened but since you just bought the cooler...return it!
It should be sitting straight up and down...ie...when sitting on the heatsink...the thing should be almost perfectly vertical...not leaning one way or the other...it's bent out of alignment and that's not acceptable...especially if the fans are hitting and one won't hardly move at all.
It was either packed incorrectly or shipped incorrectly. Rma the thing or return it...because it's still under warranty I assume since you just picked it up!