What is the focal length of the lens?  50mm hyperfocal length is about 20' at f22.  Can you focus out to the infinity mark on the lens?  If not, then something in the adapter is jamming it.  Maybe there is a steel bur than can be filed down.  I have the voigtlander brand for Nikon and RJ camera for Minolta, both work fine.

Hyperfocal is 24.3' on the EP-1 sensor for 50mm at f22.  It threw me off the first time I used it with my Nikkor 50mm, I thought my lens was magically focusing past infinity.   I suspect your distance scale on the 28mm maxes out somewhere around 10-15ft.  How are you determining where the focus is at?

http://www.dofmaster.com/dofjs.html

Are you sure you are installing it correctly? It seems like the distance from the sensor to the lens is too big to allow infinity focus, but that's a very, very stupid error for an adapter.
So, dismount, mount again, making sure that everything is well inserted, and if it doesn't focus to infinity, return it to the seller.

I have the same problem with my adapters for OM and Robot Star lenses. All you can do to get a reasonable distance picture is to stop down to f/11 or f/16 and apply a little sharpening (at the expense of general image quailty).

Adding shims won't help. The reason why they don't focus to infinity is that the lens flange to sensor distance is too far so shims only make the problem worse.

Good to hear the Voigtlander adapter is a goer.

The same mob that sells the Voigtlander filters in Australia also sell Japanese made Elphoto adapters. These are around 30% cheaper and offer a Nikon F adapter with aperture control for G lenses. I will probably try one of those as I will be getting a Nikkor 50mm f/1.8 with my second-hand Nikon D90 as well as the Nikkor 10-24mm G lens and it will be interesting to see how that latter performs on the Olympus E-P1.

I am flat broke after commiting to that pair so it will wait a few months.

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Adding shims won't help. The reason why they don't focus to infinity is that the lens flange to sensor distance is too far so shims only make the problem worse.

I think  mikmas meant that he added shims for an adapter which focuses beyond infinity.

Doh - must learn to read better.

So would it be possible to return it and get the proper one?

All of my adapters are custom made by a local craftsman, all of them focus beyond infinity, but that's an easy fix for the bayonet adapters, as he makes them removable, and paper or washers can do the trick and move the infinity mark at infinity.
A near-sighted lens like yours suggests that the it is further away from the sensor than it should be. That means that you actually have to file or cut the adapter length in order to fix it. Even if these have removable lens mounts, you will have to precisely and evenly remove material from the adapter body, which is by no means an easy task, and can hardly happen without the proper skills and tools.
I can't say if it's your adapter that is defective, or the whole batch is f***ed up, but that's not an ordinary situation and your use of the lens will be severely limited by the adapter! So, return it and demand a full refund, unless you want a lens/adapter combo worth for close shots only!

Do you have the G compatible rainbow imaging adapter, or the older model?

Maybe they sent you the wrong adapter.  I think G would be Contax G mount.

Are you using G type lenses?  All of my Nikon lenses are D type.  It could be that the added aperture control ring is preventing a F/D type lens from fitting correctly.  There might be a screw or something that is needed to hook into a G lens to control the aperture, which could be hitting the back of your F/D lenses and preventing them from focusing correctly.  I would look for a standard F mount adapter unless you really have G lenses.