I ordered it the other night (after foreverjuly recommended it), and had the same problem. I finally was able to get rid of it. I think I finally got rid of it by hooking my Kindle up to my computer and then deleting it from my documents folder, as Phil suggested.
I was able to get it up and running by going to Amazon.com and into the Manage Your (My?) Kindle section. There, I found the listing of my purchase, and then chose to download it to my computer. From that point, I copied it into my documents file, and it is working. I haven't had time to read much of it yet, but I was able to start it.
NOTE: I just tried to continue reading where I left off, and am unable to open it again. Guess I'll have to call CS when I have an hour to spare.