This may be too basic and obvious, in which case I apologize, but are you allowing for the thickness of the blade when you make your cuts? Always mark the wood you are cutting with a pencil to indicate which is the Scrap side. I use a little s. Position the blade so it cuts into the scrap side, not into the part you want to keep. Don't center the blade on the line you want to cut. Another trick is to cut the wood a little long and check for a fit, then use the saw to cut another very thin ( less than half a blade width) cut. I used to install wooden shutters, and I never saw a square house or window. Don't assume that walls and window openings are square. Again my apologies to the craftsmen who always build square buildings ;-)
You don't mention why they don't 'go together'. Asking the right questions is the first step in solving the problem. Are the pieces too short, or are the angles wrong so the assembled pieces don't look right? You also have to remember to make the cut at exactly half of the total angle you want to go around. For example, if you wanted to make a 90 degree angle with two pieces of molding, you have to make them both 45 degrees so the faces will be the same length. If you make one 50 and the other 40, the will make a 90 degree angle, but the face of one will be longer than the other.
As mirage said, check those blade settings, don't assume they are right from the factory, don't trust those laser pointers. Make some 45 degree cuts and put them together and measure the thing against a good square.