What are the buffer pHs (first and second run), what is the isoelectric point of your protein, have you tried Q column?... You have to give more experimental details to be more precisely helped.
Nevertheless, you can find helpful advices in GE healthcare life science Handbooks: http://www4.gelifesciences.com/aptrix/upp01077.nsf/Content/orderonline_handbooks Particularly in Protein Purification, Handbook and in Ion Exchange Chromatography: Principles and methods. Good luck Mike.
