What position have you planted it in (south facing, east facing...), is it exposed to cold winds, and where was the plant when you bought it (under shelter at the garden centre, inside a supermarket), have you kept it watered (if its as dry there the last few days as it is here)?

Sounds like they got the frost/wind and it was very cold four weeks ago,once established these plants will give you years of pleasure, protect it a little until it gets going, they do not like the morning sun so maybe it is in the wrong place.