Problem with video
FIrstly, are you viewing the video with QuickTime? The files are well suited for QT. Next, you should render the mov files into a suitable format such as mp2 or wmv and then view it.
I use Sony Vegas Platinum 10. You can download a trial version from the Sony site. Not sure if the trial version is version 10 but it will be close enough so you can see the results.
Load the file into Vegas then hit make movie. Try making a wmv the first time around as this will give you a good idea what you can expect.
The hazy look is also know as flat, which is good. That means you have no camera effects like color correction applied to the file so the file is in a pristine state. When you render the file, the codec will add its business to it and put zing into it.
If you find your results are still blah you may then want to consider keeping it or returning it.
Video on a DSLR ain't no walk in the park. If you want good results with a minimum of fuss, get a camcorder.