It may just be the bulb. From what i have read the filament is really delicate and can break if the tv is touched hard enough when turning it off (or something to that effect).
You may want to check out the AVSForum. They have all kinds of info on Sony LCD RPTV's over there.
http://www.avsforum.com/avs-vb/forum...php?forumid=63
I wouldnt be too worried about FedEx if it comes to that. They are not going to treat it any diferent that how the store get theirs.