If your new rudders are anything like the new dagger board we got this year, you've got some work to do!

There may be a lot of extra material on the leading and trailing edges where the two halves are sandwhiched together ("casting flash" is what I call it). On the leading edge, file/sand this down until you have a fair shape on the leading edge. Look for similar "casting flash" on the trailing edges, and file that down to as well.

Don't fair the trailing edge to a fine razor-like edge - instead, square it off a bit. If you have any knicks fill and fair them (our brand new dagger came with a little chunk already missing from the trailing edge).

You should be able to find previous posts on this - it's a very common question and issue. Another thing - make sure you take care of any looseness in the system, tighten and shim to reduce the slop.