They run in different directions even when they follow? How are you passing keys along to your clones? Are you using software like keyclone or autohotkey?

Basicilly your clones should never be running anywhere they should almost exclusively be following your main. Before battle you might put them in a formation so you can see them better or to avoid AOE damage and shift them as needed but when out of combat they should be on follow.

To start off with create a macro like /follow party1 and go from there. As you progress you will tweak the follow and your attacks as you encounter issues. It is an uphill battle of figuring out macro's from here on to 70 and beyond.