There are actually quite a lot of reasons why your rotary cutter might not be working very well:
1. It's an old blade (unlikely if you are a new quilter) so not very sharp any more. Treat yourself to a new one.
2. It's a cheap, not well designed/manufactured rotary cutter. Good brands are Olfa (I recommend RTY-2/G) and Fiskars. Cheap cutters tend not to 'roll with it'!
3. Your rotary cutter blade has been over tightened with the manual screw so will not turn. It needs loosening.
4. The components have been assembled in the incorrect order after changing the blade - meaning the blade will not turn easily or smoothly.
5. You are a leftie using a cutter that is designed for right handers - so the blade is on the wrong side for you. Most rotary cutters work for both right and left handers, but not all.
6. The cut out hole in the centre of the blade is not in the centre or is elliptical in shape causing the rotation to be erratic and therefore making smooth, accurate cutting impossible. I have had blades like this.
I hope one of these is your problem and you can fix it. Rotary cutting should be smooth, easy and satisfying.
Good luck! Philippa :)