My first thought was: Are you sure its turned on? The auto helmets will turn off if they sit more then a couple minutes. The next though was: Are the lenses clean? About every 2 days, I will clean both the inside and the outside clear lens with a damp paper towel (dry will scratch the clear lens) and about once a week, I will pull everything apart for a cleaning. Its amazing how much dust and stuff accumulates on those lens so fast.
If your auto helmet has settings, are they properly set? You should be welding with the lens set at at least a 10 or an 11 light setting. Low charge or dead batteries will cause the auto lens to not activate, have a slow reaction time, or shut off early, while your welding.
The last thought was: when your welding, you need to keep your head (and helmet) out of the rising smoke plume. That rising plume is where most of the toxic fumes are, and it can distort your view.

Do you have any trouble seeing through a regular helmet? Some people just can't do the auto change lens, their eyes pickup the change in light faster then the helmet can change. The old boy I first worked for had issues with the auto change helmets. After about 10 minutes of welding with one, he would have a huge headache and would have to quit welding for a couple of hours. An old school helmet never bothered him.

One more thought: if you wear prescription glasses that have the auto darkening lens, they will also darken when your welding, kinda gives you a double darkening. Gene