Hi BCarrico,
If you entered a tournament as an Amateur then you will remain competing as an Amateur for the duration of that event. You've purchased Pro clubs, but you are still trying to play events that you entered while still an Amateur. Since you are considered Amateur for those events you'll need to remove your Pro clubs from your bag to continue playing those tournaments. This is done so players don't jump tiers in the middle of an event and come back to play with clubs that other players can't use. It just keeps it fair for everyone.
Any events that you enter from this point forward (or any regular rounds that you play) you will be able to use your Pro clubs and compete as a Pro.