Wow, that's a rough first experience. If the fare you booked is silk available and you booked less than 24 hours ago, I would request a refund and start all over.

Call in and ask them you wish to do ticket by mail. They should hold your reservation and give you an address to mail the vouchers. One they receive your vouchers, they will complete ticketing. It.sounds like you're talking to the India call center. You may have to call a few times to get someone who knows how to do ticket by mail.

If you want to do ticketing at DIA, call and tell them you need to put an itinerary on hold for airport ticketing with paper vouchers. At that point, you'll have 24 hours to go to the airport and complete the transaction.

I personally prefer ticketing at the airport because you can get confirmation of your transaction right then and there.