From their website:
"Does Newegg.com pay the return shipping cost for defective merchandise?
No, Newegg.com does not pay the return shipping cost for defective merchandise. We are not responsible for product defects, because we do not manufacture the products we carry. However, Newegg.com will split the shipping costs with you. If you pay to send the item back to Newegg.com, Newegg.com will replace the item and ship the item to you at no charge. Newegg.com will employ every resource it has to ensure that your item is replaced promptly, without hassle."