Possibly Defective... Certainly a Lemon

I bought this heater at Wal-Mart and to Wal-Mart it shall return.  I needed it to heat a small room and bought it because of the Honeywell name and it's an attractive unit.  On it's lowest setting it wouldn't even heat a small closet and on it's high setting it runs for about a minute before cutting out for about 3 minutes. It repeats this cycle over and over.  A hair dryer does a better job of heating a room.