Also, a HotSpring dealer who frequents this board, who has gone away because he is extremely busy, always suggests a water change after the first month of ownership. (Chas' law)
I know you haven't had yours a month, but maybe if you switch out the water, then the foaming will go away. It seems to work, since there may be stuff growing in the pipes of the spa during shipment, and while waiting to be delivered.
If Chas were here, he would say to change your water. That is the cheapest chemical you can add to your spa!
Good luck!