you can't really stop bugs from getting within hay without the use of pesticides, which you're not going to want to feed your bunny. hay makes a good place for bugs to lay. anyhow, most of what you will find are "hay mites" and they're completely harmless to you and your bunny. so its up to you on how picky you are on that, personally I wasn't sure so I got a new bale. after discovering it was harmless I didn't care less, the bunnies had it, and they continued on eating it lol. it depends on how you store it too.
they bag it up before its sent out to you so its not like its sitting sweating for a while.
I've heard people having bugs in timothy hay as well. its just something that's hard to completely avoid.
I guess the bottom line is if you have an issue with something from any company, tell them. they'll either then be aware and do their best to fix it, or give you a refund or a replacement. I don't understand why people don't report such things :?