Try buying an actual brow pencil.. it could also depend how your using it and what your using (shadow vs. pencil). I'd say go to Shoppers - the cosmetic section and get someone to help you with it/show you how to properly fill them in.
You need to go lighter on the amount of shadow you're using then. You should use a minimal amount when you're doing your eyebrows otherwise they look super fake. Also, try finding a different shade of shadow and use an angle brush. Don't use liner because it is way too harsh.