What focus settings are you using? On Nikons there are usually 3 (with a bazillion options). AF-C for moving subjects, the camera will track your main subject. AF-S you choose a single focus point. AF-A the camera will choose either AF-C or AF-S when it sees fit. I personally use AF-S, it's what works best for me.
Your camera is going to look for the best contrast and the closest thing to focus on. When you go to take the pics aim that little box in the view finder at your DD, put your lens against the fence if you have to. Push your shutter button halfway. You should hear a little beep and/or see a little dot go solid in your viewfinder. Also your DD should come into sharp focus in your viewfinder. With a DSLR you can't just point and shoot, you need to tell the camera what to do, kwim? If none of the above works you can manually focus until your DD comes into focus.
There's a fence between me and the bird. I ended up manual focusing and was fairly close to the fence.
Hope this has helped.