Hello,
Your new friend is adjusting to the significant reduction in humidity and temperatures compared to its original home and leaves which have grown in the previous home will suffer some damage or even be lost. This is to be expected.
It may continue to recede back into its stem as Winter progresses (so don't throw it away automatically thinking it's dead), but the main stem looks thick enough that some energy should be stored letting it re-sprout in Spring. If you can keep the local humidity up then the plant can stand significantly more sunlight, if not then best to keep it relatively shady.
Good luck.
Edited by apothecary, 06 August 2012 - 12:48 AM.