I've known & heard posts from a number of brewers who bought kegs. Then, took them all apart, cleaned all the parts together, put them together wrong and were then in the same position you're in now. It's entirely possible that the place you bought them got them in that condition (the soda folks could have screwed it up too).
Anyway, I'd contact them and see if they'll do anything about the situation. If not, you'll have to figure out exactly what kegs you have, and what parts you need. Once you've got the pia & expense behind you, you'll love kegging.