Another thing to try, if you've got a film to sacrifice, is to load as normal but take the dark slide out as you wind it on and see how much of the emulsion goes past before you get to frame number 1. If there's less than a few cm or so then it will probably get blown out as it gets loaded into the machine as stated above. (you can still probably shoot the rest of the roll from frame 3 then).
If there's no other problems with frame spacings then it's more than likely that it's just not winding enough to begin with. Then next time try going to the arrow and then maybe a few cm more before you close it up and start your winding (not too much or you'll cut off the last frame instead).