It sounds like you have not set your low limit screw on the derailler and are instead relying on cable tension to position your front derailler over the little chainring.

To set the low limit screw, get your chain on the little chainring and biggest rear cog. Turn the low limit screw until you have about 1-2mm of clearance between the chain and derailler cage. The reconnect the cable and try to shift into the middle ring. You'll probably need to add some tension at this point to get the shift to complete. Add tension until the chain shifts quickly from one ring to the next keeping in mind that the tension you add is what positions the derailler over the middle ring.

If you get rubbing using the smallest cogs, add tension. If you have rubbing in the largest cogs, remove tension. You'll likely end up having to compromise on one end or the other though.