Check to ensure that the plastic vane is properly inserted onto its shaft. You should see the silver, metal shaft sticking out of the hole at the bottom of the plastic vane. It will only stick out about 1mm. For further instructions on installing your vane please refer to your Vantage Vue Integrated Sensor Suite (ISS) Installation Manual.
If your vane is properly installed and you still do not have an accurate wind direction reading, you can adjust the value of the wind direction from the Vantage Vue console. See your Vantage Vue Console Manual for specific instructions on calibrating your wind direction.