Hard to know what you're doing wrong when you don't tell us WHAT you're doing!
And what IS wrong? Not like your local takeaway? The 'real thing' rarely is...
I'm not an expert by any means but...
1) if you buy fresh spices from your supermarket or (better still) Asian store (probably more variety & turnover and feels more appropriate somehow); 2) get a pestle & mortar (or coffee grinder) to grind ingredients from 'raw' rather than buying 'ready-made' bottles; 3) get a really good cookbook (e.g. one of Madhur Jaffrey's) and follow it carefully;
...then, with practice, you can't fail.
Good luck, and don't forget to get some ghee, too!
We need more information about what you're doing before anyone can answer that!
I totally agree with the previous poster about using fresh whole spices (from an Asian store, definitely not from a supermarket) and grinding them when needed. I'd add that it's essential to make your own garam - the shop bought stuff is always just a pale imitation which is usually bulked up with large quantities of the cheaper spices, like coriander and cumin which aren't typically used in the real thing: the scent of freshly made garam will blow your socks off! There are probably as many garam recipes as there are makers of curry - play around with the combinations and quantities until you find the mix that's perfect for you.
Store the whole spices in the freezer to keep them fresh (I cheat a bit and keep some garam in the freezer too for emergencies).