Hi, i had the same problem when i first replaced my floyd rose tremolo's strings. In the back of the guitar's body, you must have springs. You have to adjust them. To replace the springs, i recommend to use a 9V battery. Before doing anything, check this web sites, they have a lot of information. Good luck.
http://www.homeguitarrepair.com/tremolo/tremolo1.html
http://www.jacksonguitars.com/techtips/floyd_setup.htm