Losing a few hairs at the beginning is normal ... consider it part of the break-in. If it continues to do so after a few weeks or so of use, then something is wrong, and you should contact the vendor and ask for a replacement.
The loading method you described is fine ... the only harm you could do to a brush is to neglect proper cleaning, rinsing and drying it after each use.
Give it a good bath every so often Numerous methods abound ... the one that I use is Mantic's method found on Em's Place.
I Came. I Shaved. I Conquered.