First lets have a look at their most notable RMA policy:
*Standard replacement: Customer must return the defective product to Kingston prior to shipping the replacement product. Subject to availability, the replacement product will be shipped to Customer the business day following Kingston's receipt of the defective product. Product will be replaced with the same part number as the part received unless prior authorization is obtained in order to substitute another part number. All requests are processed within 2 business days.

So essentially, what you will need is a receipt + a serial (a newegg receipt will probably suffice).

Once you contact Kingston and begin an RMA, they will give you return instructions.
What you will want to do is follow those instructions except send them an empty box.
Simple as that, wait the shipping days + 2 business days for processing and you'll have some brand new RAM coming your way.