My Nikon D5000: 55-200mm lens is not focusing?

I just purchased a new lens and arrived in the mail today! Exciting, but I'm having trouble with it focusing. When I had my 18-55 mm lens on its super clear when turning on my camera. I mean I shouldn't have this issue right! When I put on the new lens? It should be clear when viewing "live".It seems I can only do distant one (not super far away), but like 5 ft away for instance is what turns out okay when focusing and not a simple one of like my chapstick standing up on my desk… Is it just me? Looks like I'm going to have to return it:-\

Added (1). Use this link to see the sample photos of what I'm trying to explain

Before returning the lens check what it's minimum focusing distance is - this is different to the focal length.

For example if the minimum focusing distance were 1m then you would only be able to focus the lens in the range 1m - infinity, nothing closer! The test for what you are trying to do, would be to put the lens on manual focusing mode and try to focus that way - there's probably also focus guide etched into the barrel of the lens (what's the minimum on that).

The 55-200 has a minimum focus distance of 95 centimeters or 3 foot to you

Both your photos show a focus setting at 2.37 meters for the 55-200 lens. This indicates that you have the lens set to manual focus mode. There's a switch on the lens. Be sure it's set to the Auto position.

Beware of the minimum focus distance which is about 1 meter (about 3 feet).

You've run into problems with the minimum focusing distance, as the others already pointed out as well.

That's the reason why telephoto lenses such as yours are good for magnifying things that are far away, but not for magnifying things that are close but small. One would use special macro lenses for that.