IPhone 4 Sound not working

I recently just upgraded my phone to an Iphone 4, and the first thing i noticed was, when i unlocked the screen, usually it makes the unlock sound, it actually made a high pitched sound accompanying a muffled unlock sound. My sound was all the way up, and my mute button wasn't on. But if i used ear phones, the sound would work perfectly. I tried playing music, but all there's, is just a really muffled high pitched sound. Any tips?
Please respond as soon as possible.

At first I thought it sounded like you had maybe dropped it but you said it was new, so I think it may be the same situation like mine was:
I got home with my new iphone 4 and I unbox it, play some music, and it sounds like something is covering it up almost. So I sent it back in and got a replacement and it sounds perfect now.
I'm pretty sure it is the speaker though because you said it sounded fine through the earphones.

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