Filter neck should not be loose in the hole it goes up in! This will cause pump to suck air with the fluid (instead of fluid only) and you will have poor clutch engagement, slipping, shudders, etc. Think about when you have air in the brake system, another hydraulic system, similar in some ways to the clutches applying in a transmission. The brakes only halfway stop the car when there's air in the system. In a transmission, the clutches and bands will only partialy apply, causing slippage and eventually burnt clutch plates/bands/drums, not to mention the damage to your pump. Stop driving until you can pull pan back down and see what's missing on that filter neck! It should have some type of o-ring or metal-ringed seal that goes up into the filter neck hole to provide a very tight/snug fit/seal. If you did not put the new seal on the new filter before you put it up in place, then it is loose in there and needs that done before you ruin the transmission.
Seen this situation several times before when a novice tried to change their own fluid without some guidance the first time or two.