I'm not an electronics expert, but I'm a computer tech and I can tell you bent pins are a very big deal, especially on a CPU. They probably caused some sort of short, but, again, I'm not electronics-speak savy enough to explain it.
The parts are very sensitive to static and any physical problems, like bent pins. Hell, I've seen so many monitor cables ruined due to one bent pin that was carefully put back in place...and those are less sensitive than CPUs.
That all said, I'd say go back to the seller, since the pins might have been messed up when he shipped it to you. Try and get your money back. That way, you can get another CPU elsewhere and get your upgrade.