I don't think it has anything to do with Walmart. :-) Just bought this gun on Friday and had the same problem you describe above. Tried adjusting gun to lightest load but still no luck. After looking things over I discovered what was happening was that the breach bolt was getting hung up on the barrel when it was attempting to retract. I've returned the gun to the store and then are sending it off to Remington for resolution. I'm just glad that I purchased it during dove season and not duck season since it doesn't have any problem with the heavier loads and this issue likely would have gone unnoticed until the warranty was about to expire.