The first thing I'd do is email SMKW. Chances are they'll straighten you out. If not, you can always attempt to fix this yourself. So long as the fit of the wood inside the axes eye is tight (if not your looking at a new handle), and the alignment of the blade to the handle is decent, this is a simple fix. Chances are the kerf slot, where the wedge goes, isn't deep enough. Should be at least 2/3rds of the axe heads height, and you'll need a wedge thin enough to bottom out in the slot but tight enough to fit. Hardwore store wedges tend to be to thick and pop out, you'll just need a saw and a piece of soft wood to make one. G'luck.
I forgot to mention, if you do choose to try putting a new wedge in, soak it in some linseed oil after. Makes a mess, but helps swell the wood (and it won't shrink after).