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*Always keep guns pointed in a safe direction.
When adjusting a scope you must go the opposite direction stated on the scope. You will notice that the bore is aligned with a target, but the crosshairs are right of it. You must turn the windage adjustment screw "right" to correct this. Similar results can be had for guns other than bolt-actions through the use of a boresighting tool.
As these are a bit pricey, you might want to go a gun shop and let them boresight your scope for you. It'll be a lot easier, cheaper, plus you'll know that your scope his boresighted correctly.