If they sent you the phone, go down to a local store (not a mall store or a kiosk) and talk to the manager. It will be in their records that the last ESN swap activated that phone. If everything matches up and they continue to give you a problem, you can either try to reason with/educate the manager, raise hell and divert possible new customers, or throw the phone at the manager like Naomi Campbell with a Blackberry. Either way, you might feel better.
