You should return it. It isn't even worth a penny in my opinion. You are much better off with the thermostats listed above. Just try and return it and say it is faulty and you lost the receipt. Worth a try!
And just a little pet peeve of mine: You can absolutely feel the UTH get warm with your hands because our extremities are much cooler than our core temp of 98.6. The only time my hands are 98.6 is when its that hot outside.