I agree with Viridian. Try the tube in a different socket and if the problem follows the tube, remove it. If it goes bad while the amp is on, you may do damage. I had the same amp. Its very easy to set bias and if you are getting the other 3 tubes set correctly, I can't see the problem being user error.
Other than that, its a great amp. You should be very happy with it.
Other than that, its a great amp. You should be very happy with it.