Transposition

I know that there has been extensive talk of this on another thread, but the thread is dense with different voices, and I thought I would ask about my specific query.
I have written a score for 4 instruments.
It is in the key of F.
The instruments are Bb trumpet, Eb sax, Bb sax and double bass (no probs there).
At present each instrument is in the right key and sounds great...
Bb trumpet in G
Eb sax in D
Bb sax in G

Now I would like to work on the score again and to do this I would like to make everything concert pitch and in the key of F.
I will talk now about the Bb trumpet.
When I go to the STAFF PROPERTIES and alter the PLAY TRANSPOSITION to UNISON it changes the key signature and the notes into F, but the notes all sound out in Eb. Although it looks correct it obviously sounds awful.
If I undo this, the key signature changes to A and all the notes sound out in A (ie. it transposes up and major 2nd twice).
However if I go back to STAFF PROPERTIES and PLAY TRANSPOSITION to MAJOR SECOND DOWN it's back to normal.

Can anyone tell me what I'm doing wrong?
My reality is starting to bend dramatically.
I need tea.