Find the receipt...return for exchange is your best option...You have to have a receipt for warranty service also...If you can't find it, contact the retailer and see what your options are...Certainly for that kind of scratch if you just bought it, they would exchange it...If you ordered it, you should be able to reprint your receipt..
It could also be a power supply problem. Are you using the correct power supply?
If possible, try a different (identical!!) power supply.
A receipt is best, but in fact it's proof of purchase that you need, so a credit card bill or similar will also suffice. As Space says, the dealer should be able to re-print your receipt for you.
As for the problem, it sounds to me like the preset you were using has a possible problem (corrupt preset) and now the POD won't restart because it's stuck on that patch.
As Silverhead says, check you are using the correct power supply. It should be a DC-3G as highlighted in the link he's posted. Some dealers have been known to 'borrow' the power supply to give to a customer with a faulty PSU and then to replace it with the older AC model used with the POD XT Live/X3 Live/M13 etc.... and as I demonstrated with a local dealer here when I was looking for a spare DC-3G, a lot of dealers are completely unaware that with the POD HD range a new type (DC-3G) PSU is offered and wrongly assume the older PX-2 PSU 'works with ALL Line 6 products'
Try the following:
Hold down the LEFT button on the 4 way Nav pad as you apply power to the POD HD. This will reset the POD's Global settings and default the POD back to patch 1A in the first set list.
If that doesn't work power the POD up whilst holding down the DOWN button on the 4 way Nav Pad and then proceed to re-flash the POD's flash memory.
All the suggestions from our Expert User's are great things to try in this situation. I would start with nick's suggestion to hold down left as you power the POD up to perform a global settings reset. If that doesn't work try holding the down arrow key while powering up to put the POD into "safe" mode where you can try and force a flash memory update. If that doesn't work, try to get ahold of new DC-3G power supply and see if that helps the unit to boot properly.