Here's an explanation of how to sew triangles on:
http://quilting.about.com/od/rotaryc...angle_tips.htm
It helps if you nip off the dog ears first.
I'm not totally convinced your blue triangles are cut large enough. That first triangle that is already sewn on looks too small to me. However, it may be giving that impression because we are seeing only the right side. Could you flip it over so we can see how the seam allowances are lined up on the wrong side?