Some places might be selling re-furbished phones from other country, but they told you it is a new phone.
http://service.htceurope.com/htcdistributor/Default.aspx
You will need your IMEI number (dial *#06# to get this number) and serial number to check.
Update Jun01,2010:
For HTC phone purchased in Malaysia from SIS company (the authorized HTC distributor), you can check your HTC with this website:
http://www.sis.com.my/htc_product_genuinity_checking.htm
