>I am checking to often?
Normally I'd say yes, but you say they were in the feeder building comb? That means the queen is int he feeder.
Here's what happen in my feeder when they did that:http://www.bushfarms.com/images/BroodNestInFeeder.JPG
>HOw do I check the frames for the queen and should I wait a couple of days rather than finding out sooner?
Don't check for the queen. Check for eggs and brood while keeping an eye out for the queen. If you see eggs, you're done.