What kind of lilies? Regardless, it's probably just a little transplant shock. However, the quickest way to rot your lilies is to water them 3 times a day. If you watered them in when you planted, that should take care of them for a good while since the bulb itself contains pretty much everything a lily needs. The bulbs definitely do not like being constantly wet; they will turn to a nasty mush.

Tha OP lives in Utah....I suspect she has sandy soil, hot temperatures and it would be very hard to over water anything.
It may be too late....but you will never know unless you water them now.
Linda C