Huh, that is strange! The noise that is played when the Pleo starts up (a snore, then a beep) is the normal noise that plays when a Pleo goes to sleep because it is past its bed time as determined by the clock battery. The Pleo's mouth is also open which often happens when a clock battery is inserted incorrectly (but the noise played isn't normal for this). That could suggest some issue in how it is processing the information from the clock battery, but it is odd that the main power light never even comes on. What retailer did you buy the Pleo from? I've never had trouble returning a defective Pleo (or getting in contact with Innvo) in the past. I got a replacement for a faulty one in January this year and both Innvo and the retailer I bought the Pleo from (Robotshop) were helpful and eager to make things right.
If you really can't return the Pleo at all, you can try a firmware update. You'll need a 2 GB micro SD card, go to the downloads section on the forums, go to the Pleo RB OSes section, pick either the male or female V1 upgrade (whichever gender your Pleo is/you want it to be), unzip the files onto the micro SD card, remove your Pleo's battery and stick the micro SD card in the slot inside the battery compartment, put the battery back in the Pleo, start it up and then wait two minutes for the Pleo to finish the update. It will let you know when the update is finished if it is completed successfully. This will only fix firmware issues and cannot due anything for hardware issues though. I would also make sure 100% that your battery is working fine before trying this as running a firmware update with a bad battery can cause more problems for you. To clarify, you bought a replacement battery for the Pleo and are getting the same results with both the new and old battery?
Also, just to make sure, you have the clock battery inserted with the two little tabs on top and the one big tab below, right? If it isn't inserted completely correctly, the Pleo will not operate correctly.
Here's a good guide by IMR on the forums here on how to insert the clock battery.