Thanks, Al! That info helps alot. We, too, figured that something must be defective with the unit we had. Notice I said had. We returned it to Costco, telling them about the problem. Sure hope they didn't just put it back on the shelf!
We figured it would be a good substitute for a wood fire when in certain parks where ground fires weren't allowed. At the rate that thing sucked propane it was looking like a wood fire would be significantly cheaper.
Going to hunt down either the LRC or another one similar and give it another go.