I'm having a drqin leak problem as well from my first ever sink installation.
The drain came with the Grohe Concetto faucet.
The leak coming from the seam (no visible threads)
Where the tailpiece meets the pop-up waste valve piece.

Do I need to get the piece exchanged or is there some adjustment possible that was done improperly at the factory?

Follow these steps and yes there are threads. How to Install a Bathroom Sink Drain | eHow.com

That tail piece should be threaded. Grohe drains usually have white, plastic washer located inside the body of the drain and this tail piece screws against it. Try to take pliers and give it 1/4 turn. Do not squeeze the tailpiece too much so you don't dent it. If it still leaks, remove the tail piece and apply teflon tape over threads. There is a chance the washer inside slipped or was cut by the tail piece when tightened too tight. Screw it back in and see if it helped...