When you selected "Family coverage" for your HDHP, that was simply confirming that type of policy that you purchased. 

Try going back through the Healthcare Coverage portion of your interview again from the very beginning of your interview.  Make sure that you answer "Yes" if you're asked if everyone had coverage for the entire year (assuming that is true).  You may also see a screen that shows each family member and a box for each month of the year.  Make sure that each box has an "X" in it, indicating that all family members had coverage for the entire year.