Hello, Katie -
I hope you have the instructions / user's manual for the spa and the sales or gift receipt for it. Since the spa is new, I would expect it to be covered by warranty. I would check the instructions / user's manual to see what it states about the spa not working and returning it.
Interestingly enough, I went to the Revlon website,
http://www.revlon.com/
to try to find information on the paraffin wax spa, but nothing even close to it is listed as a Revlon product.
This is the link to the Revlon Contact Us page:
http://www.revlon.com/contact
You can fill in the form there to send an email about the spa to Revlon.
I suspect Revlon stopped making paraffin wax spas some time ago. Do you recall where you purchased the spa, or, if it was a gift, where it was purchased? If it was a gift, can you contact the person who gave it to you and find out where it was purchased and provide you with a purchase receipt or offer to return the spa for a refund?
If you cannot obtain any redress from the business from which the spa was purchased, you may just be out of luck and have to send the machine to electronics recycling.
Best wishes.