+1; I strongly echo this. At least stick with it for a week or two before giving it up. Alternatively, try a gel cover after a week or two if you MUST, but I firmly believe gel saddles or covers are bad bad bad bad. This is from experience! I got used to the hard saddle, and the gel saddle HURTS now for even a trip down the street!

Also, with any saddle, if it's hot out and you get sweaty, think about showering after riding. Helps to prevent any newbie-pressure areas or sores from getting irritated and infected.