It seems that you received a YubiKey with the firmware version 1.3.2. The YubiKey requires firmware version 1.3.3 to work at the pre-boot environment.
To check the firmware version of the YubiKey, please visit the following forum post:
viewtopic.php?f=2&t=85&p=804&hilit=yubikey+version#p804If the YubiKey firmware version is older that the version 1.3.3, please send an email to "support@yubico.com" with the purchasing details. Yubico will arrange for a replacement.
We hope this answers your question.
Feel free to write back to us in case you face any problems.