I just finished my second quilt with pinwheels in them! Check out pinwheel Panache thread posted earlier today to see the latest.
http://www.quiltingboard.com/tpr?p=859572&t=39072
I found that lining them up and pinning, pinning, pinning, hold your breath while you sew and pray. jk - almost
But do line them up seam to seam, pin in place, sew slowly.
Put a pic up and I may be able to see where your not hitting it on the mark.
PM me if you wish, I'll help you through it.