Ang -
First, welcome to the board, and congrats on your bicycle purchase!

It's possible that the gears need to be adjusted, but it's also possible that you're causing the chain to be in a position it wasn't intended to be in. Although your bike techincally has 24 gears (from your description of 3 x 8), the chain doesn't do well if you use the outside cog on the rear with the inside chainring on the front. That is, you really don't have 24 gears!

Are you shifting to the small (inside) chain ring in the front while the chain is on a small (outside) gear in the back (right shifter)? If so, that could be contributing to the problem; it puts the chain in what could be considered an unnatural position - stretched and angled. Sheldon Brown has an article about shifting gears that you might find helpful. It's at http://sheldonbrown.com/gears.html.

When you say the "specialists" don't have the same problem with your bike, I assume you mean someone at the bike shop. If so, did they test the shifting only a repair stand? Or did they ride the bike? If only on the repair stand, and if you think you're not asking the chain to do a stressful cross-over, ask them to take the bike out for a spin.

Hope this helps - if not, post another question!
--- Denise