Now, when you say you got one last week, then went and got 2 more recently.. are those the only females you have?
If so, then it's not that they are male, it's that you didn't start up the sorority properly.. (sorry if you already had one established and was just adding in some, if not, this may help):
You should have a minimum of 4/5 girls, with a minimum of 10 gallons. You should add them in all at once, or at least 3 at a time, but not having much time between the 3 and any new girl(s) you add in. If purchased one and let her have the tank to herself for a week, by then she has already established the whole tank as her territory and any new female(s) added in will be attacked. So it's best to add all 4/5+ in at the same time.
You also will need to have a heavily planted tank (whether it be fake or live plants), to the point where you will have to look hard to see all the girls. You need mostly middle to top water densely covered to rid of line of sights. The lower part of the tank you would want a few caves for the ones who prefer caves, to use.
All that is a must when having multiple girls (called a sorority). It is tricky to make them all happy, and even the most established of tanks, best of best of breeders/keepers can and do have problems with them. Sometimes they are all fine for a while, then one has a bad day and you'll end up with hurt/dead girls. You just never know. They each have their own personalities, so some will be fine in groups, others won't, so you will need spare tanks to separate any if needed. Spawn siblings are usually more calm with each other, otherwise you will need to watch them carefully after putting them in their new home. They will establish dominance and territory at first, just as long as one isn't beating up the others too much.
Again, sorry if you have an established sorority and just added in a few newer ones, if not, I hope this helps in seeing that it most likely wasn't males, but the fact was that there weren't enough females in the proper settings/acclimations. Good luck.