Through trial and error I finally got the pigs in their pen. I thought that the problem was the wires in the fence had to big of a gap between them, so I ran more wires between the existing ones to close up the gap. After that I put one of the pigs in the pen to see what would happen. Well, he walked up to the fence, and went right through it again letting out a little squeal from getting zapped. So again, I was chasing a pig through the woods. This time it didn't take too long now that I had practice. Once I caught him I put him back in the temporary pen, and went back to the drawing board.
After doing some research on the internet, I found that the fence charger I was using was only putting out .5 joules. I took the charger back to the store and got a bigger one. The one I got puts out 6 joules, joules is an amount of energy. I hooked the new fence charger up to the fence and tried again. I grab the same pig and put him into the pen, this time when he touched the wires he let out a screech that was unbelievable and ran back to the center of the pen. I went got another pig and put her in and once she touched the fence she quickly ran away from it. When I turn around to get the last one he was standing up looking through the opening and wanted to be with the other two. When I put him in he must of watch the other two enough, because he stayed away from the fence.
Once they figured out where they can go and not go they seemed very content with their new pen. The next morning when I went out to check up on them, I found the pen empty. It was until I made a noise tell I saw one of them pop up from the straw in their shelter, then all of them popped up. I guess they like to sleep underneath straw. They also took right to drinking out of the metal nipple that is hooked up to a trash can filled with water. When I bring their food out to them, they start run around, I don't know if they're running from me or running around because they're happy to get food. Either way they're starting to get used to being around us and their new home.