You can't.
You cannot install or run an OS X version lower than what is, originally, installed on your Mac.
Your only option maybe to purchase a download code for OS X Mountain Lion here,
http://store.apple.com/us/product/D6377Z/A/os-x-mountain-lion
Purchase a high quality USB 3.0 or Thunderbolt hard drive, formatted as an OS X exetnded (journaled) drive with a GUID partition scheme and install OS X 10.8 Mountain Lion to the external drive and boot and run your new iMac from this external drive.
This is the only optioh to run an older OS X version on a new Mac.
I have a 2009 iMac that the lowest OS X version I can run from the iMac's internal hard drive is OS X 10.6.1.
I have an external drive with OS X 10.5.8 and can get my iMac to boot and run this older OS X version from the ex eternal hard drive.
Here is a good source for quality external hard drives.
http://eshop.macsales.com/item/Lacie/9000353/
http://eshop.macsales.com/item/Lacie/9000303/
Your only other option is to return your new iMac within 14 days for a full refund and look for older iMac, either new or used that came with OS X Mountain Lion as its original, preinstalled OS X version.
Good Luck!