I also forgot to mention. On another forum site, someone suggested that I polish the chamber (a little at a time and not go in too far). I tried this and it did seem to help. I was a little too nervous about taking off too much metal so I didn't polish too much. The shells still stick but it does not seem quite as bad. I may try to polish a little more and see if it cures it.
The other person said the problem may be due to a ding on the face of the chamber. Like you would get if someone dry fired the rifle too much. The only problem I had with that is the fact that this is a new gun. I guess it's just a factory screwup.