Have you filled the trans fully with fluid, how much did you put in to start with, and in total? It should need about 6-7 quarts to initially fill the pan etc, and then another six maybe to get it completely filled. Don't put it in gear until you have put most of the ATF in, it should begin to show on the dipstick before first putting it in gear. Then you move it through all gears, stopping in each briefly.
You keep checking the fluid until it stops dropping, before the first test drive. Then you check the fluid again, and again on level ground, to be sure it is full. Hopefully you just don't have enough ATF in it.