Hi Steve
Been there, done that (mistakes in setting up that is!). The usual mistakes are to:
Incorrectly enter enter the longitude and latitude, particularly the latitude.
Align the scope to magnetic North/South instead of true North/South.
http://www.ga.gov.au/oracle/geomag/agrfform.jsp
The above website can be used to help you with true North/South. From memory most compass apps default to magnetic North/South.
From the looks of it I'm not that far away from you, so if you still have no luck please send a PM and I'll pop over to help you out.
Paul