Mine are just the opposite now - much like the Pavlovian thing FM mentioned.
But, at the beginning I don't remember them being too shy. My favorite experience was that I started with 3 rescued coppers, and then went to the LFS to get a few more to up their shoal. They were totalling different sizes - rescues were 1.5 inches, the new ones were about 1/2 inch. As soon as the new ones went in, the others rounded up each and every one of the new additions that were put into the tank until they were all shoaling together! It was really cool to see.
How big is your tank? How many other fish/types are in the tank? How many are in the shoal?