A Question About Getting Tickets? (I Need Some Good Advice!)?

It always seems when I try to buy tickets the day (or even the minute) they come out, I just can't! I usually call the place where the event will be or Ticketmaster and I don't understand how an event can sell out in minutes or even seconds. What am I doing wrong? I'm trying my best to see Paul McCartney and the tickets haven't went on sale yet and I really want to see him, not make a profit! All advice would be great!