When firing bullet you'll have to give it a target position (or 'force' if you are using physics). I guess you are targeting player the whole time bullet is moving, while you actually want to target the position player is at when bullet was fired.
Give bullet variables TargetX and TargetY where you save the bullets target location the moment bullet is fired and use these rather than player.x and player.y.
This was just a guess, post a .capx of your problem so we can actually see what is happening :)