I had a similar problem myself, I got about a 58% efficiency on my first brew. Did you buy the grains crushed, or crushed at the LHBS?
First run, I did a single crush at the LHBS.
I finally got to 70-75% efficiency by:
- Double crush (Still at the LHBS)
- Mash for 90 minutes instead of 60.
If...