Type of jam? Did you clean all the shipping goo, including disassembly of the mag & clean it out? Check for burrs inside the mag housing with a Qtip & look the follower over real good for burrs. Oil in the mag is not recommended, but a dry lube won't hurt.
Also, recoil in 9mm for that light pistol can cause limp wristing if you aren't used to it. You don't need a death grip on it, but keep your wrist stiff. If you call Kel-Tec & give them a detailed description of the jam, they may have some things you can check. If all else fails, send it to them with a good write up of the trouble you are having. It'll take about a month.
If you ship it yourself, it'll have to go UPS or Fedex overnight, at your expesnse, but they'll pay the return freight back to you. If you take it to the dealer you bought it from, they may offer to cover the freight, but if they don't, they can at least save you a little freight by shipping it regular ground. In this case, Kel-Tec will return it to the dealer.
Hope you get it figured out.