If you have a good scope, mounted correctly, and you have a good hold, changing windage should not change elevation at all. Check to make sure your base and ring screws are all tight. Something loose can really booger things up. A high quality scope, though, should be truly repeatable. You should be able to zero, click up 2 MOA, shoot, then right 2 MOA, shoot, then down 2 MOA, shoot, and then left 2 MOA and shoot ... and the last shot should group right with your initial zero shot(s). Nor should point of impact change with change in magnification on a variable scope. If everything is tight and you can't get repeatability, something's broken. Send it back to the manufacturer with an explanation of the problem. If the scope is from a reputable manufacturer (Leupold, Burris, Zeiss, etc.), they'll treat you right.

cogito, ergo armor.