I had some Winchester standard large rifle primers blow out exactly like the one pictured in jakeway's post. Google defective Winchester primer and you will see that this has been fairly widely reported. Since it's a rifle you bought new, and since the Winchester primer incident is not an isolated occurrence, I wouldn't go to the expense and hassle of returning the rifle to Savage just yet.
Winchester will eventually get back to you. What they did with me was send me a return kit for the 500 primers I had left from the lot that started blowing. I had fired 400+ from the carton before the first of two blew. Ask for replacement ammo if you want, or just reimbursement for what you spent on the ammo. I didn't have any receipt for the primers; they just took my word for what I had paid for them. If your rifle bolt face has been damaged get some good clear photos made of it to include in your email correspondence with them.