Greetings Tony:
My experience with various cedar species (Juniperus and Thuja) in Illinois have sometimes produced the same results. However, the trees always "snapped" out of it come spring.
The "yellowing" that you are witnessing is probably related to "transplanting shock", a common phenomenon observed when nursery stock is lifted and planted. Make sure your soil moisture is adequate and make sure your soil pH is suited to the species you are planting.
As long as the trees were healthy and vigorous to begin with, I really don't imagine you'll have too many problems come this spring when the trees break dormancy.
Best of luck!