I have just installed a Moen 82490 Tub and Shower Faucet. My problem is when I turn the water on, the water comes out the tub and shower at the same time. What am I doing wrong?

Are you getting water out the shower head when the diverter is open (filling tub through spout). Or, are you getting water out the spout when the diverter is closed (using shower only)?