First, are the cups you're trying the proper thread? Second, are you turning them in the right direction (adjustable cups turn clockwise to install; English and Swiss thread fixed cups turn counter-clockwise to install. Third, have you cleaned the threads in the shell with a stiff wire brush?

If you've done all that and it still won't thread straight, you may need to get the threads chased. Since the cups seems to misalign as you install them, this may be a job for your bike shop, with a set of piloted taps to make sure things stay in alignment.