Amber,
If you bought insurance on your shipping, I would consider filing a claim. You may also want to contact the seller and see if you can get your money back, or something.
As for a new tube, I would recommend reading the section about discharging monitors, and the like. BE CAREFUL! The tubes can hold anywhere from 12,000 to 30,000 volts! If you are uncomfortable about doing this yourself, you should contact a TV or monitor repair shop in your area after buying a good tube (or they may be able to get a replacement as well).
Stephen