Where did you order them from? I haven't found better helmet prices than Ron Ayers (www.ronayers.com). You might want to check them out for future purchases.
My eyes are really sensitive too. My right eye was injured when I was 5, and the pupil can't close down very far. I can't be outside during the day without sunglasses. It's funny though, I have better luck with wire frame glasses.
Never wear used helmets that came with the bike. It's much better to protect your head with a nice, new helmet that you know is in good shape. There are strips of opaque plastic that stick to the face shield via static to block the sun. If you are cheap, you can put a strip of black electrical tape instead.