If the problem is rubbing, this is actually normal when you are in certain combinations of front chainrings and rear cogs of the cassette/freewheel. Shimano issued a chart showing what combinations will likely rub:


Improper installation is another factor to consider. The following video shows the correct way:

http://bicycletutor.com/adjust-front-derailer/

And the Park Tool site offer you this:

http://www.parktool.com/repair/readhowto.asp?id=75

Happy Trails!