i have the zapper also. yes if you move the sensor bar it helps but what i noticed is you could only align it so much... once you start pointing too far to the right or too far to the left it seems a bit off.
it really shouldnt be much of a problem once you get used to it. unless something is seriously wrong with yours.
if you have an hdtv set the wii to widescreen.. also you can put the sensor bar at the top or bottom of the tv if you set it that way in the menu.