I would ask Newegg if you can return it then and if they decline let them know you will be sending it back to the manufacturer, this may make them a bit more willing to help as it would look bad for customer services.
Well for AMD boards there are two latch..things that lock on to the plastic thing on the board for the cooler to mount on to. Only thing is there's only one little plastic thing on each side and it's impossible to get them to stay in place
You never know Newegg may be helpful but I'm concerned about their quote regarding Combo deals compatibility,
And below is the compatibly list provided;
Newegg.com cannot guarantee the compatibility of Combo items. Please contact the manufacturer(s) directly if you have issues or concerns regarding compatibility.
Compatibility Intel CPU LGA 1366 / LGA 1156 / LGA 775
AMD CPU Socket AM3 / AM2+ / AM2 / 939 / 754
(Up to 130 Watts)