When you planted the azaleas, did you disturb their roots so that they will begin to grow out into the soil? Did you water the azaleas copiously when you planted them, and are you keeping them adequately watered?

Leaf drop during an azalea's spring growth spurt is normal. Evergreen azaleas shed many of their old leaves as they produce new leaves in the springtime.

Is the site a suitable one for azaleas? Hopefully, you did not add a large amount of peat moss or other amendments to the existing soil and didn't plant your plants too deeply into that soil.

Though providing water is an important aspect of any plant installation and maintenance, you need to be careful about over watering. Establishing root systems require plenty of oxygen at the roots, so you need to be certain that the planting site doesn't remain saturated for long periods of time.

No one can really help you much further without knowing more about the planting site and your planting procedures. Problems in both of those categories can lead to failure.

So, perhaps if you give us more information, we can do a better job at guessing what might the problem(s).