I recommend you try the instructions listed above but If the installation instructions don't fix the problem you may want to call Xerox Support at 800-835-6100 Options 1 and 1. Genuine Xerox Supplies have a 90 day warranty on them thats independent from your device however you will have to provide them with your device serial number in order to begin the process. The process is fairly simple and they can explain it in detail over the phone.
Hope its just a minor step you missed on the install.
No, there is nothing that you need to reset. I have copied a link to the Knowledge Base article for replacing the transfer roller in your machine. Please read the article, it's six easy steps and includes color photos. You may find that you missed something when you replaced your transfer roller. If you still have a problem after reading the article, try removing the new transfer roller and reinstalling it again as it may not have seated correctly the first time you changed it. If this does not solve the problem, there is a phone number at the top right-hand side of the Knowledge Base to contact Xerox Technical Support for Phaser products at 800.835.6100.
Here is the link to the Knowledge Base article for replacing the transfer roller.
http://www.support.xerox.com/support/phaser-6360/support/enus.html If this link does not take you directly to the solution for replacing your transfer roller, then simply type, "Replace transfer roller" in the search box and click search. The first or second solution will show you the steps to reinstall the transfer roller.
I hope this helps get you running again.
My Phaser 6360 has the message Replace Transfer Roller - I have done this and the message remains. Is there something I need to reset?