Phippsy, you've gone into this way too fast.
Nothing good happens quick in this hobby.
Has you tank even finished cycling??
Your ammonia and nitrite are too high (both should be 0) and you didn't actually acclimate the fish to your tank at all - as seaham said, all you did was alter the temperature in the bag. Marine fish are very sensitive to changes in their water, so the actual tank and bag water has to be mixed together SLOWLY and properly. You should float the bag first, so that when you open it up it's not a massive pH difference/shock to the fish, then START the acclimation...
Also, I would've only added the 2 clowns together, at the most, with your tank being so new, as they're generally a lot hardier than tangs. Practise on the clowns, so to speak :P The regal particularly is sensitive and gets stressed easily, and is very ich-prone, so not acclimating her properly and also introducing her to a very new (un-cycled?) tank is unfortunately a recipe for disaster.
What size is your tank?
Do you have a QT
(quarantine tank)? If not, get one!