Maybe, its hard to say, when is your other system due back?
If the problem is something small like an IDE cable, it would be a little annoying to pay for the postage (unless the supplier will cover it)
Are you able to get access to any other computers over the weekend (friends/family)
If your not going to have the chance to test individual parts for some time, then I would suggest checking all the connections again, disconnect the power and IDE cables and reconnect them, make sure jumpers are in the right place, and when your pretty sure there is nothing else you can test, then get in touch with them.
I use Ebuyer, now they are pretty good in terms of price, but delivery is a little slow and they take ages to test returned items before taking ages to return them to you, so for me, sending everything back to my supplier would take about 2-3 weeks before I got my (replacement) parts back.
If you have done everything you can do, and you don't have access to any other PC's, then your only choice is to get in touch with them and get it sorted as quick as.
But, how annoying is it when you have been waiting for your stuff to arrive, you spent maybe an hour or more building it, and then it doesn't work! :X
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