Chandelier came with a plug but I want it to hang from fixture in the ceiling?

I just bought a chandelier from JC Penney when we tried to install it we see that it has a plug for the wall. It also has the metal (grey) wire and the metal bar to hang it from the ceiling but I was expecting a black & white wire to hook up to the wires hanging from my ceiling after I removed the original fixture. I live in a newly built home only about 4 years old. I would like to know should we cut the plug off to expose the wires inside or do we need to return the chandelier because there was a mistake. I dont want to plug it in and have the wire hanging from a plug in the wall drapping across my bedroom. The directions also advise on how to hang the chandelier w/o the plug but where are the wires? Please Help!