Chain slipping changing gear uphill, New Campagnolo Groupset

Have just bought a new group set, campagnolo Athena. Had it put together on my frame by my LBS. However when im putting power on the pedals or going uphill and change gear the chain slips before catching the gear. This happens whether im changing one gear at a time or whether im changing 3 gears at a time. I thought Campagnolo was meant to be smooth shifting, with seamless transition from gear to gear whether with load or not!
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Do you really think you should be changing gear when you are going uphill and putting power on the pedals? There ain't a set of gears that do that.
it's a hard life if you don't weaken.
I've only ever used Campag Record and currently run Record 2009.