MacBook Pro battery charger problem

I had my fairly new MBP on charge this morning while I was using my computer. I happen to look over at the light on the cord to see if it was done charging and the light was off. I looked to make sure that it was plugged in and it was and then I picked up the new smaller charger and it was too hot to touch. I have unplugged it and I have it in a cool room to see if that will help it but I am worried that it cause more problems down the road. Has anybody else had this problem and I am wondering if I will be able to exchange it?

I will be visiting an Apple Store on Wednesday so I would like to swap it out there if possible? I wouldn't think it would matter since it is new and still under warranty.