Don't feel badly! I bet he is purr-fectly happy in there with a private bathroom & his own buffet!
I usually keep a new cat quarantined for a minimum of a week. This allows the cats to learn about one another under the door without fights. It also helps ensure that the new cat is not incubating any kind of viruses that could be transmitted to my existing cats.
Take a look at The Denver Dumb Friend's web site. They have a wonderful section on cat issues & behavior.
http://www.ddfl.org/tips.htm#cat