I'm willing to bet you installed the ROM manager APK, which IS NOT CWM. One of the features of ROM manager is the ability to install CWM on some phones. The AT&T S4 with MF3 recovery IS NOT ONE OF THEM! If you actually attempt to install CWM on it, you will brick it (at least soft brick). You are most definitely getting into stock recovery. I suggest you put your phone down and learn about what is happening with it before you can't use it any more. There is a ton of information about this in the forums already. Even a little simple reading without searching will point you in the right direction for this information. If you continue to insist on having put CWM recovery on an MF3 phone (and it is still operational) then I suggest you post a screen shot or picture as requested.
SGH-I337 (AT&T) 32GB
P-ROM (1st Gen.), De-Odexed, AMDL
Auto-LOKI OUDHS CWM
Make sure you read and understand the "PINNED" threads in the "General" and "Q & A" sections of the AT&T S4 forum BEFORE you ask for help. Use the forum's "search" function to find posts with additional information. You should not expect others to help you if you haven't tried to help yourself first. Also, read, understand, and follow the "XDA" rules.