After reading about water cycle I'm not sure that that is the problem, I got everything Tuesday night and did a full water change with water conditioner, and the filter was still wet. I'll have to see if my conditioner had a chlorine treater in it. Thank you!
Wait - you 'got the system up Tuesday and the filter was still wet'? Sorry, but most likely the filter has crashed and you need to cycle it. Read up on cycling and do those water changes!