You have 90 days of free AppleCare telephone support, this is the perfect time to use it. The number is in your owners manual. Also if you are not familiar with AppleCare it extends the warranty to 3 years from the date of purchase and also covers 3 years of telephone support. I'd strongly recommend it, I found it invaluable when I switched from PC's to OS X. Finally I would strongly recommend looking over Lion Setup Assistant tips to see if you missed something, it's possible you simply misunderstood something.
If you are new to OS X as I'm guessing you are then I'd also recommend book marking and using the following links: