I must be pumping tires wrong!?

I had a hard time getting used to the presta valve and pumping.  Are you using the little lever handle on the inflator? It should be parallel to the hose when you're inserting the valve.  Then, turn it away from the opening.  Make sure it's all of the way on the presta valve before turning the handle.

I also feel I need to let out a little bit of air on one of my tires, I don't know why that is.  You'll get the hang of it eventually.  I had to call my bike shop when I first got tires with a presta valve and admit defeat.  They talked me through it

Presta valves can be funny sometimes.  If your tire is at 100 PSI for example, it often times can be hard to add more air.  The pump has to overcome the back pressure from the inflated tire before any goes in.  Like the previous poster suggested, let some out before trying to inflate it to the required PSI.  I've had this happen with various pump brands over the years.  I have a Joe Blow of some sort (I don't remember the model) and I have to do this.

Heh, I definitely remember trying to pump my first Presta valve.  I'd never seen one before, and was used to the Schrader valves that you just push the nozzle on and start pumping.

It took me awhile (and may or may not have taken a phone call to a friend) to figure out to open the presta valve. 

Bummer...

Go find a machine screw threaded the same as the schrader valve and insert it into the schrader side of the pump head.  A quick wrap of packing tape to keep it from becoming a 100+ psi air-launched projectile and you shouldn't be leaking any more air out the schrader side.