Welcome, I am not as seasoned as some of the other members, but I am sure that they will jump in soon enough.
First thing you will need to do is get rid of the coco fiber substrate. They can ingest it and it may cause impaction in their bowels and they can die. It is better to have nothing in the bottom of the enclosure than a loose substrate. I personally just use the pvc floor that came with my reptibreeze. It is easy to clean, and also is easy to modify to allow for drainage due to frequent mistings and drips from my rain system.
Also, no night time lights! All you will need is a 40-60 watt regular house bulb (it varies depending on the needs of the chameleon). DO NOT BUY RED NIGHT TIME BULBS FOR NIGHT TIME VIEWING. That is a lesson I learned early on. They are a waste of money for chameleon owners since they are diurnal (awake during the day, asleep at night). Also, they will stress out your animal by keeping them awake.
You don't mention how big your enclosure is, but bigger is always better, and always go with taller rather than long, since they like to climb.
Please post pics of your enclosure, we would love to see your set-up, plus other members will gladly give you constructive criticism on how to improve it.
And don't be too worried about them not eating right away, my first one took almost a week to adjust, plus that is when you will be making adjustments to make them as happy as possible. The slightest change can mean the world to a chameleon. In my case, simply changing the bulb (increasing the basking temperature) caused my first to be far more active and started eating shortly after that happened.
Oh, and fill out the
HOW TO ASK FOR HELP form. It will give us a better idea of what changes will need to be made.
Chameleons are an investment, but once you have made that investment, you will want to protect it...and end up getting more chams. Trust me it will happen.
My family welcomed an early Christmas gift, a medium sized, 4-6 mo. old, Veiled Chameleon, named Charlie the Lizard. We have set him up with a nice little home in the form of a well decor-ed glass and screen custom cage. His lights, 1 100w UVB and 1 night time black light, are set on automatic timers. I have chosen to keep him in the family room, which, based on his color, does not seem to mind. 
My only concern is that, he does not seem to be overly interested in food. While he did eat two meal worms from a feed cup on day one, he does not seem interested now on day 3. I have let some crickets free roam, and I do believe he is consuming some of these, but I can't be sure because they have a tendency to hide in the coco husk substrate. I know it is common for most animals to fast when introduced to a new environment, but I don't know how long a veiled can go be for I should be concerned. 
Oh, I almost forgot, I purchased him, in person, from LLL reptiles in Oceanside, CA.
