Brand New $400 Hawke Scope - Can't hold zero?

Has anyone had problems with the Hawke Sport Optics Airmax 30 6-24x50 scope? I just received my Weihrauch HW97 and I have been unable to get it to hold zero. I went through about 200 rounds and it was so bad it was almost comical. I would finally get it to zero at 25yds, then within 3 shots it would be off by up to 6". The adjustments needed to get it back to zero were off the charts; 5 clicks up, 6 clicks right, 8 clicks down, 7 clicks left. Either I am the worst shot in the world, or something about my setup is seriously wrong.

I have Diabolo Field .177 8.4 grain pellets on the way, but in the meantime all I have on hand are Crossman Selects. The pellets felt very loose when putting them in the chamber, so I'm thinking it may be the ammunition.

I gave up on the Hawke and am sending it back, mainly because it was so long that it covered the pellet loading chamber, but also due to the zeroing problem. I now have a Aztec Emerald on the way.
 
"Bogey47"Check the screws on both ends of the trigger guard and either side of the cocking arm hinge. Keep them tight. Shoot two 500 pellet tins. Then evaluate your scope.
The scope is already on the way back. I put on a UTG scope while I wait for the Aztec Emerald and the groupings tightened up quite a bit. This airgun hobby seems to be a lot finickier than powder rifles.