I don't have much real knowledge of Merlins but it could be that you need to run it for a while to get the reading down if the membranes came in a sealed bag which I think they do.
The other thing that I can think of is that it's easy not to seat the membranes properly. If the reading doesn't come down quickly unscrew each membrane housing again and make sure the membrane is seated properly. Also make sure the o ring is luricated in each housing. (Vaseline will do) They say not to use petroleum jelly though. Just use as little as poss. Then screw the housing on again making sure it is COMPLETELY in.
That should do it (Hopefully)
Andrew