Hi Matt: There is always the possibility that the fan motor is out of whack. Try taking all fan blade off and then running the fan. It should be rock steady. If not, then you probably will never be able to balance it by adjusting the blade weights and you will have to take it back or probably discard it.
If it does run steady without the blades, then I would balance the blades by weighing each on a small postage style balance. This is not the perfect way, as the blades are dynamic (moving) and their balance will depend on not only their relative weight, but where the weight is located on the blade. But starting with them all the same weight should balance out most of the wobble, then you can slide the weights in and out from the hub to try to optomize.