Youll probably be fine as long as you didn't touch the drive through the hole too much when walking around on a carpet.
I got a 4870 delivered a few days ago and that also had a tiny hole in the bag in the corner. The cards edge had pushed through. I had gotten it out the box and walked about with it a bit before I noticed, but thankfully its ok.
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Xeon 3350/E6750| DFI X38 LT| 2 x 4870|74gb Raptor
Thermalrock Dragon Case (sprayed black)
CPU loop: MCR 220 int.|Apogee GT| MCP655
GPU loop: MCR 320|Swiftech Res.|2x EK FC blocks| MCP655.
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