Looks normal and healthy to me. It often requires a couple of years to bloom after transplanting. I would leave the old foliage, until the new foliage(and hopefully blooms!) fully emerge. Even though they may look "bad", they are still photosynthizing CO2 into starches and sugars to feed the plant. Helleborus perform best in a sunny (partial is OK) location and well drained, slightly acidic to neutral soil, with lots of organic matter.
Just be patient, If enough light is present, it will soon bloom and multiply!
Rb

Sorry, forgot to address the planting question. A Senior moment!
I'm usually a few degrees warmer(but not always!) in winter than your Zone and I plant Helleborus anytime during the year. Be sure to water the plants well to settle the soil around the rootball to remove any air "pockets". This will avoid freeze damage to the roots, in case of a hard freeze. Also, try to avoid disturbing the roots, if possible. They resent that and will sulk, by collapsing on the ground for a time!
It appears that you have one of the Helleborus x hybridus species, which is one of the hardiest, easy to grow types and resistant to most diseases (and some say to deer). In cool, damp climates they have been known to develop a malady(virus?) called "Black Spot" and in some cases "Black Death" results. But, that is rare in this country and has never happened to any of mine.
Rb

I got my hellebore in the spring of 2002, and it bloomed for the first time this past spring - 2006. AFter, I moved it and it seems to be doing very well - it even sent up four new shoots this fall for the first time (at this time of year). It gets more sun than its former spot. I also had nearly given up hope, but apparently though they're slow, once they get going they are very dependable.

Hi, I, myself, would get rid of the leaves that have black spots on them so as not to spread fungus.
I have found that planting too deep is a sure way to keep them from blooming. I gave one to my neighbor and she planted it too deep and it did not bloom the following year. Since then she has raised it a bit and it now blooms again.
I usually give mine some fertilizer at this time of the year as they are busy making new growth.
Mary/Gainesville, GA

From the new lighter green leaf emerging on the left of the photo, your plant looks to have settled in very well. Perhaps a bit of insect of physical damage on a couple of the leaves (Aphids love them), but it looks fine to me. I've had them stop blooming for a year after moving out of a pot into the ground, and it's not so unusual. They return to bloom just fine.

George

I remove the worst of the old leaves. They'll lay against the ground and just keep looking worse if you don't. My helleborus hybridus are in almost full shade and still bloom. They get only a little dappled light. I do have some h. foetidus that get quite a bit of morning sun and they do ok too. I haven't tried planting any in full or even half sun.
Razorback - your member page doesn't say where you are. Are your summers hot? I live in Missouri like Eden and we have lots of 90 degree days in the summer here and some triple digits. I doubt I would move mine from shade since I have a lot trouble finding things that will grow under my trees and compete with the tree roots as successfully as hellebores do. I love my shade garden but have trouble getting things to grow there without a lot of pampering. I might try planting some seedlings in sun though if it would make them grow a little faster.

Eden - Hope you get some blooms next time. They grow painfully slow but worth the wait I think. I enjoy the healthy green foliage in winter when we have some days that are nice enough to get out and walk around the yard as we often do, even in January.
Where are you in Missouri? If you're in or near the Ozarks, check out the Ozarks Region gardening forum here. There have been some beautiful photos posted lately of fall foliage and such. Since you like roses, be sure and check out Kaye's albums.

Here is a link that might be useful: Ozarks Region Gardening Forum