I've been lifting weights (gym and The Firm) and running about 40 miles/week for the last 10 years or so and just started using Cathe Jan 2002. I did S&H and PS regularly over the next several months and for the first three months, I felt bulky and my clothes were tight (I don't weigh myself but i assume i gained weight too). I stayed with it however, and I have seen wonderful results.
The physiology behind muscle growth is a little more complex than I have the patience to explain on here (I learned more than I wanted to about this in vet school, but I'm not as good as explaining that sort of thing as others on the forum!), but needless to say, fluid around the individual cells is increased and you experience swelling. This is good and is necessary.
You'll find, after a while, that you'll become more "sleek" as the swelling goes down. This all relies heavily on a decent diet and the absence of a thick layer of body fat. If the body fat is still on top of your growing (and swollen) muscles, you'll lose the bloat, but not the fat. That's a diet thing (and partially cardio). So, keep up the weights and try to be as patient as possible.
Ginger