Timothy Hay Question

I purchased a bale of Timothy hay today from a pet store warehouse in Erie Pennsylvania. When I got the bale home and cut the strings I found a fair amount of tiny little black bug things in it. The bale wasn't crawling with these bugs but there was enough that I noticed them. I haven't put any hay in the cage because I am a little wary of this. I don't want my piggies getting bugs or any infestations or anything. Would anyone have any idea what this could be? Is there any way to treat the hay to get rid of the bug things? Should I just discard the bale? If anyone has any advice I would REALLY appreciate it. Thanks alot
Dena

Jeeps Mom, I wouldn't take a chance of giving the hay to your pigs. They could really get sick! Just take it back, and buy a new one, and make sure you check it before buying It.
Paige

Thanks for the advice...I already decided exactly what you did also...The hay was sent to my fathers out in the country and we use it for practicing our bow and arrow shooting...My piggies are too precious to take any chances.. Thank you again