Skin on new tub of vinyl Matt emulsion

Sorry if this is obvious but I'm new to decorating.

Just opened a new 10l tub of Leyland trade vinyl Matt, it has some yellow oil and a bit of a skin, but the tub states to mix it we'll so I figured it was normal. After a couple of minutes mixing (with a big paddle mixer on a drill) I started painting, and ended up spending most of the time picking lumps off the wall!

Seems a bit ridiculous for a brand new tub, but as I say, I've got no experience! Should I take the tub back and get it exchanged or is this expected with a vinyl paint, and I need to try and strain it?

 

Thanks for the advice, took it back no problem. New tub went on much nicer!