Wolfy,
What ammo did you try?
Not all ammo will function in every auto.
Revolvers are more forgiving when it comes ammunition.
If S&B won't work, then it may be a problem, but most small autos are picky when it comes to ammo.
Also, most small autos need a 200 - 300 round break-in period.
KelTec will fix any real problems, but you have to do your part.
For instance, Wolf ammo won't function in most P3ATs that will shoot all other ammo just fine.
Why should I have to do a Fluff and Buff?
Well, you shouldn't have to, and yes, a gun should work out-of-the-box.
But, since you are posting here, you must be aware that, if you buy a KelTec, fluff-and-buff might be necessary.