ORIGINAL: Moose_Maximus

This is going to sound a little silly, but one good way to get started with sighting-in is to start pretty close to the target--as close as 25 yards. Once you get an idea of where the bullets are hitting the target, increase the range until you're at a hunting distance.

Also, the rifle should be boresighted first--that basically assures that the scope is lined up with the barrel. You can have someone boresight the rifle or you can do ityourself, of course, but it takes some practice and/or investment in a boresighting tool like a laser boresighter.

(I'm sure someone will chime in with how to boresight a rifle without using a special tool; me, I have a laser, and it's pretty easy that way.)