Okay I talked to the doctor (my friend) who prescribed the machine. He said the problem is probably my nasal mask. For high pressures, nasal masks often don't work well for two reasons:
1) The machine has trouble getting enough air in your nose, which confuses it. I also have allergies and have some congestion even though I use Nasonex spray, so that would add to the problem.
2) With high pressures, mouth leaks are common.
So he recommended I try a face mask first. If things don't get better, I'll need to do a sleep study.
I'll let you know how it goes.
BTW, I have been using a 10 to pressure 20 range and it usually tops out between 17 and 20. The doctor said I should probably be at a 14 to 16.