Hang on, let's start at the start here.
You say you bought it recently, within 30 days I assume? That's good. Under the CRA if the part is faulty then it's down to the supplier to pay for return carriage: No ifs, no buts. That's enshrined in law. However, they're claiming the part was damaged upon fitting, so you need proof it isn't. How do you get this? Simple, you take the bearing to A N Other garage and ask them for their opinion. Don't tell them the whole back story up front, simply ask them to confirm whether they believe it was fitted incorrectly or buggered when it arrived.
Now, if they say it was likely to be caused by fitting incorrectly then you go back to the garage and make THEM pay for a new one. If they refuse, you either suck the cost up yourself or you take them to court.
If they say that it was broken on arrival, then you tell the supplier that and that you want a replacement, and that it's up to them to arrange for the old one to be taken back. If they refuse, you either suck the cost up yourself or you take them to court.
Very, very simple. What would I do? Well, practically I'd go and buy a new bearing (preferably from somewhere else) and get that fitted, then at least you have a working car. At that point you then chase either avenue above, depending on who was at fault. I suspect either way you'll end up writing a letter or even starting Small Claims Court proceedings to get your money back, but you shouldn't be out of pocket nor will you be without a car.