so there are several problems here potentially... the annoying one is that often, even in high dollar glass, the crosshairs are not actually square to the scope body.
the important thing though, is that they track. so get you a poster board and sharpy and ruler and draw some thick crosshairs on the board and mark off 1-10 mils or 1-30 MOA or whatever your scope does. hang the poster board at 100 yards or whatever distance you marked off the lines in and level it. then level your rifle in a rest, with the scope mounted as best you can line it up. hopefully, the reticle in your scope aligns with the lines on the board. if it does, twist the knobs all the way up and down and see if they still line up. if so, you're good. go shoot. if not, adjust the scope until it does work. if you can never get the scope turret movement to align with the reticle, then send the scope back