Usually Bricking of phone is a problem associated with installation of custom ROMs. But its heard that the problem pops up in Nokia Lumia 920 while doing reset. You can return the device to the store, but you have the option of retrieving the device yourself. The tutorial may be mostly needed in near future as the custom ROMs will start to roll out soon.
1. NaviFirmPlus 1.7: http://www.filedropper.com/navifirmplus17
2. Nokia_Care_Suite_5.0_2012.45.4.5 : http://www.filedropper.com/nokiacaresuite5020124545
Procedure for Nokia Lumia 920
First Unzip NaviFirm, then
1. Run NaviFirmPlus executable
2. Under Products window scroll down to Nokia Lumia 920 (RM-820) (AT&T Only)
3. In Releases option choose 1231.2109.1242.1001
4. In Variants option choose your color
5. In files window make sure all the files are selected.
6. Click the Download
7. Wait for ALL the files to completely download. It will take a while since the FFU file will be 1.02GB in size.
8. When complete, browse to: C:\ProgramData\Nokia\Packages
9. Create a folder and name it as Products
10. Create a folder and name it as rm-820
11. There will be a directory : C:\ProgramData\Nokia\Packages\Products\rm-820\
12. Browse to the extracted NaviFirmPlus folder
13. Open the FW folder and then the folder of the firmware you downloaded.
14. Copy the entire folder contents and paste it into C:\ProgramData\Nokia\Packages\Products\rm-820\
Nokia Care Suite Directions
1. Launch Nokia Care Suite
2. Click the Product Support Tool for Store 5.0
3. Click File
4. Click Open Product
5. Choose RM-820 Nokia Lumia 920
6. On the bottom left click Programming
7. Click Recovery
8. You should see the firmware you downloaded and copied earlier under the Properties field.
9. Click Start
1. Plug the phone into your PC
2. Hold the Volume Down and the Power button, click RETRY on the Product Support Tools Window
3. When the phone vibrates immediately release the Volume Down and the Power button and hold the Volume up button.
4. Continue to hold the volume up button
5. Then you will see the NOKIA logo and the software will start flashing the phone