might have to do with your technique. also use the "ribbon" method of wrapping your knuckles, it helps to protect them a little more.
are you just wildly throwin into the bag? throwin all your body weight into it? or are you popping your punches with good tech and using your hips to generate force. reason i ask is when my freind gets on the heavy bag he goes nuts on it, so his fists arent always contacting in the right way, they are more grazing and sliding and this causes his hands to get torn up pretty good. instead of workin on his form. hes mostly landing his fists and draggin them instead of popping htem and bringin them back. just a suggestion
also it will take a little time for them to calluse up., you may also wanna get some bag gloves or at least some 4 ounce gloves to use on bag.........