It's a good idea to make sure the saddle is in the right position before you start buying them. Do a little reading and try moving it (probably) down a bit. Experiment, most of these problems are due to position/fit rather than the saddle itself.

Failing that, go back to the shop that sold you the bike and describe the problem, they should be able to get you into the ballpark anyways, give you a starting point for your own experimentation.