The first three months I had my chrome pole it was so slippery I wanted to cry. I couldn't do half the things I'd been doing at the studio, and at that point I'd been poling for about six months, so my grip was OK and everything. It will get better over time, with use, so just hang in there. In the meantime you can:
1) Despite the manufacturer's instructions to the contrary, you can wash the pole with soap and water once. This seemed to help get the extra slick layer of whatever it came coated in off mine.
2) Clean it frequently with rubbing alcohol or windex.
3) Get yourself some grip aids like Tite Grip, I-Tac, spray rosin, etc. Maybe also get yourself a pair of gloves.
4) Get other people on your pole to speed up the breaking in process.
5) Get a hand exerciser to increase your grip strength. I use the Gripmaster, bought on Amazon.
6) As katana said, a last resort might be sanding it, but I would wait at least six months and see how it feels first.