Can't format a new SanDisk Ultra (more details inside)...

Yesterday I bought a new SanDisk Ultra 8GB 30mb/s to use in my Nikon D7000 DSLR camera.  I put it straight from the package into my camera, but it didn’t work.  The camera immediately gave me a “FOR” message as if to say it was formatting the card.  But I couldn’t take pictures… it was basically frozen on this message.  I’ve used many cards in this camera before and never seen this behavior. 

So I took the card out of the camera and put it in ther card reader on my Lenovo X201 notebook (Win 7).  The computer immediately gives me a message that says, “You need to format the disk before you can use it.”  So I go to format it and I only have three options: 1) NTFS, 2) FAT (default), and 3) exFAT.  No matter which option I choose, it won’t format the card.  After you start the format you get this message, “Windows was unable to complete the format.” 

So now I’m frustrated and take the card out of the reader.  To my surprise it’s burning hot! 

What’s the deal?  Is this a bad card?  Will the retailer take it back now that it’s been taken out of the package (you have to destroy the packaging to get it out)?

Thanks for your help!

@ixfe wrote:

 

So now I’m frustrated and take the card out of the reader.  To my surprise it’s burning hot! 

 

What’s the deal?  Is this a bad card?  Will the retailer take it back now that it’s been taken out of the package (you have to destroy the packaging to get it out)?

 

My guess is yes. To both “is this a bad card?” and " will the retailer take it back?" questions.