This is vignetting. It is caused by some lenses. Sometimes it is not wanted, for example with you, sometimes it is quite artistic. It is caused by the lens, and some lenses will always have it, as they are so wide, that the physical lens gets in the way of images.
You can invest in another lens, or crop off the corners. This is a common occurence, and is not entirely wrong.
If it is too much of a problem for you, then you may want to return the lens, and buy another.
If you need more help, just ask, I'm quite the photo techie!
Thanks,
Charlie -
PS, check out the Wiki page on Vignetting :
here