Well it depends on who is first in the select group and who is the actual fleet commander. The issue comes into place when you select a ship that is NOT FLEET ACTUAL, IE. the ship with the command logo above them. The problem is when you hit 1, you select someone else, and when you hit create fleet to add ship into it, you designate them a NEW fleet.
Make sure you click the fleet commander and set him as Select Group commander, just him, the beauty of this is that when you hit 1 it is the same as if clicked on him, so as fleet members come into his fleet, your control group automatically updates and you dont have to constantly be remaking it. IE. Select ALL and Ctrl+1 over and over.
Sometimes you have to refresh your selection group because there have been additions to the fleet then the selection group at the time you created it. So you Click the Fleet command symbol which auto selects everyone in the fleet, from your point of view it will look like you auto selected more people in addition to the ones you have already have selected. then recreate your selection group
hit 1, then click Command Symbol, then Ctrl+1, and you update your selection groups to your fleet command.
-AE