Close up shots

Like most PCP shooters I use a scope. Last week when I was in my back yard I saw some tree rats & shot at them with my Airgun and I missed all of them. All of the shots were within 3 to 6 yds. Yesterday I saw them again & again I missed them. Any recommendations. 
Should I try a laser pointer? 
 
I do a lot of shooting on nurseries, and farm fields. There are rows, sometimes a chance shot is very close. One thing I did was zero scope to 20 yards, and take the secondary where it falls. In the case of a 30FPE with the scope mounts I use puts the second at 48 yards. With the close shots I do not use dots, or even consider magnification. At 5 yards,10, and 15, I calculate by inches, and place the crosshairs accordingly. it works out to an approximate hold under of 1.75"at 5, 1" at 10, and 1/2" at 15, give or take a couple of hundreds of an inch. This works out also for a .25 caliber using the same mounts. Between the two zeros both pellets behave pretty close and at 3/4" hold under in the 35 yard range works. I tried playing with a .177, I have to give those across the pond a lot of credit.
 
Take a look at chairgun or a similar ballistics program. All of my guns are zeroed at 30-50 yards. Each gun shows negative values for under 15 yards. As Gunnertrones said, the pellet has not crossed the line of sight at those close ranges, so the pellet will be low or holdover. Even if I move my zero to 10 yards, it still shows a POI of a negative value or holdover. Ncstan's idea is your best way to learn where your gun is shooting. Just keep in mind that shooting at extreme angles (up in a tree or down into a valley) does change things versus shooting on flat ground.
 
Binfordw. Ha ha ha! Lol. Believe me I felt like doing just that. 

Wow. Awesome responses. I should have mentioned that my zero's are @ 16 & 43.
I tried compensating but @ these close distances it varies to much. They also don't stand still for very long. I think @ 5 yards I hit about 2" low. 

Would a a laser aim work better? Anybody tried that?
 
Sorry guys I totally had it and described to my friend bass akwards. I've sighted in both my Crickets with the same scope and mounts. I compensate and it becomes second nature. We were sighting in his new Sumatra .25 He was previously using a Disco with no scope, and was going to continue this route with the Sumatra. I gave him a Tasco 2.5X10, we played with the power wheel, and at 2 clicks past 1/2 power the 33.95's were shooting good at a 20 yard zero, and hitting various small tomatoes at the 50 yard range. He asked about close shots and although I correctly compensate using those measurements on my guns, my dyslectic self totally described it backwards on the ride to his boat. We fished Sunday night, and I repeated it here. I had a stroke 2 years ago, I bounced back 100 percent physically, with sleep deprivation, some red wine I can be dangerous.