Hope it's not chicken wire...
How large is the enclosure? Big enough for you to sit in there with them while they get used to it?
Any chance they got too hot? Do they have shade?
How about the activity around the enclosure? Anything that would have gotten them upset - loud noises, people, animals or birds they are not used to, traffic? No snakes around are there?
My iguana and those I have read about here seem to enjoy being outside.
They weren't leashed were they?