If it IS the supply, and you got it from MI, they will take it back and exchange it.
Do what you can to restore the PSU to what it looked like when you received it.
If it's close, you may have a shot. They are good people.
After attempting to power up the HeNe tube, carefully short the two output wires of the PSU together (with something insulated); you should get a spark. If not, the psu is probably not working.
its not working, i can't even feel the electricity on my tounge. but whats really strange is that my multimeter reads 3.000V- a fairly perfect voltage. i'm going for the RMA.