Yep, theres two things at work here:

1) It could be improperly adjusted. If the LBS you got it from did this for you, then your probably fine. Make sure your only putting some of your weight on the saddle, it's not a seat. Your legs and arms should be holding you up somewhat.

2) You haven't biked in how long? Your body isn't used to it. The key is to slowly build up, and bicycle often. So day one ride a mile, day two ride two miles, etc. trakhak has the right idea.

Check this link for more info: http://www.sheldonbrown.com/saddles.html

It dispells a common myth that gel or soft is better. Most people who feel as you do rush out and buy the squishy saddle they can buy.