Sounds like you may not have started at the center of the scope's adjustment range.

From Leupold's site:
The elevation and windage adjustments of a scope are easily centered. Place a small mirror against the objective end of the scope. That would be the end farthest from your eye as you look through the scope. Make certain that the mirror is large enough to cover the entire objective. It must also be flat against the objective. With the scope's power selector ring set at the lowest magnification, look through the eyepiece as you would while aiming at a target. If the scope's windage and elevation adjustments are off center, you will see two images of the reticle (cross-hair). To reach the center of the adjustment range, simply turn the elevation and windage dials until you see only one image of the reticle.


[Linked Image from i.imgur.com]

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