There are a vast number of reasons why things may not be rendering correctly in a multiple render target set-up, what formats are you using for all of your targets, and can you elaborate on what you mean by never rendering correctly, do you get output? what output where you expecting? etc...

With a bit more information we should be able to help you find a solution.

Aimee

What does the render target look like if it's "not rendered correctly"? Do you get a empty (clear color) target surface? What surface formats are you using? You could try using a test shader that just draws one solid color to see if that's working.