Hi,

I got a new crossbow with a draw weight of 150lbs. I have never shot anything like it before. I have a very large back yard with only grass. There are a lot of pigeons and rabbits, its a plague really, and I thought it would be a good idea to hunt at them with a crossbow (firearms are illegal in the Netherlands)

So, I went out to shoot it and discovered the arrows, when they hit the ground at an angle, just went straigt into the ground and I never found them afterwards.

So, what can i do???

Let me guess...you are using either field points or broadheads, correct? You will still have to deal somewhat with digging for the arrows, but you can try using judo points to help stop some of the digging into the dirt.
Wyvern

Like these: http://www.thefind.com/sports/info-small-game-broadhead