That's going to happen, and after you knit a couple more rows the ones on the first row will get tightened up. On the following rows, what you can do is knit the first stitch, then pull on the yarn a little and knit the next couple stitches tighter and the rest of the row with normal tension. That should give you neat, even edges. Also, your tension will improve as you knit more, so just hang in there and don't expect perfection on the first few pieces.
sue- knitting heretic