If they are frozen like that there is moisture in them. When the freeze thaws they'll be damp. I would take them back and get my money back.

Johanna

I had the same problem. From now on I am going to try to get the ones wrapped in plastic instead of brown paper -- at least in winter. That said, I think there is always some moisture in bales of shavings and with the weather the way it has been, a lot of that moisture could sublimate. I noticed that once they have been down a day or two they seem much more fluffy. I am using mine mainly for the geese and they get things wet anyway with their splashing, so I was not too worried about it. Annoyed that I had to break it up with the spade... but not worried.