How hot is the laptop getting? While a little heat should be expected, you shouldn't tolerate temps that lead to burns or performance drops. While cooling pads and advances thermal compounds may successfully lower temps and alleviate the problem they aren't exactly permanent fixes.
List the laptop specs here and search sites like Google and Epinions for reviews on the laptop you have - see if others have complained about over-heating issues...
You may be better off returning it and saving yourself the $ and a few headaches.
Targus Cooling Pad
Arctic Silver Thermal Compunds