If the ball is starting in the correct direction and not fading or slicing, then you are not doing anything wrong, most likely you have a flat swing. With a flat swing you don't want to be trying to "swing down the line", at impact the club is going in the right direction and the face is pointing in the right direction, then immediately starts to close and the path comes back to the inside.

Of course if your slicing then you have a problem.

An emergency slice correction may be required if your upper body and lower body are not turning correctly. Assuming you are playing poorly (we wouldn't change a habit if it produces good results!) I'd follow the protocol listed here at TPI:

http://www.mytpi.com/mytpi05/Swing/swingfaultdetail.asp?SF_ID=10

(free membership required)

You'll have a set of exercises, coordination drills, and swing drills!

RC