you don't necessarily have to do that. There are folks that run bare bottom systems with fish only and some live rock. The live sand and live rock are a big part of the filtration system. They house the bacteria necessary to break down the Ammonia created by the fish and food that you put into the tank. So you could have your gravel and castle but your filtering technique will need to be vastly different than what most would consider normal.
My tank is also new, I think I have the same thing that you do. A 55 gal with a Aqua-Tech 30-60 HOB (Hang on Back) filter. In FW aquariums they work well but in SW aquariums those types of filters house bacteria that could be harmful to SW fish. I have removed all the filter material from my Aqua-Tech and converted it into a mini refugium, it is full of live rock. I also added a skimmer, which primarily removes the bad stuff from the water.
All that aside I think the problem your having is that your tank is not ready to be able to handle the waste produce by your fish and by feeding your fish.The production of the beneficial bacteria that handle the waste is called the cycle. When you first fill you tank with SW, the water has all the oxygen and minerals your fish need to live, however it does not have the bacteria to dispose of the waste. Once the waste build to lethal levels, which can take only a few hours, your fish die. It takes several days to several weeks for the water to be able to handle the waste the fish make. You need to start the cycle which you have with the introduction of the fish into your tank. Next you wait for the bacteria to convert the Ammonia to Nitrites, then you must wait for another bacteria to convert the Nitrites to Nitrates. Like I said this can take several days to several weeks. Usually it takes about 2 weeks. In the mean time your fish die. It is advisable to get what fish you have left in the tank out, decide how you want to proceed, then get a SW testing kit so you can know how much Ammonia, Nitrite, and Nitrates you have in the water.
Sorry for the book..... but I felt like lots of folks were telling you that you had done wrong and no one was explaining where you had gone wrong. There is a great post on another forum that explains this all in greater detail but I cannot post a link to that here....... I hope at least some of this helps..... Just for the record I'm a newbie like you......