I would recommend shutting the stove down and verifying that the grate is seated properly and has the gasket in place at the back with no air gaps. Sounds to me like you have an air leak at that location. Of course without seeing the fire a diagnosis is harder to do accurately.
As Freddy suggested draft can also affect fire location, check your hopper lid, if it is sweating on the inside and the coal is wet even though it went in dry you have low draft and need to check your chimney and pipe/barometric damper.
Of course all the standard warnings apply: Make sure you have at least two working CO detectors in the house, make sure the stove is installed per the manual, and last but not least make sure your barometric damper is adjusted so that the weight location matches orientation (left side for horizontal and right side for vertical) and make sure the weight is lined up with the .04" WC line on the scale.
Keep us posted and of course as has been suggested, pictures are the best, a few good ones of your installation would be very helpful.