Apertures are just the tip of the iceberg when it comes to depth of field as it also depends on focal length, camera to subject distance, subject to background distance, plane of focus etc.
Your lack of sharp shots could also be down to camera shake. You need to eliminate that possibility first of all. Assuming you're using something like a 50mm f1.4 and you're indoors, you should shoot at a shutter speed of at least 1/100th second, preferably a tad faster. This may mean bumping up the ISO. Once you're sure you aren't suffering from camera shake then you need to make sure you subject is staying put. If it's children then your luck is out! Keep shooting until you get lucky.
As Troy says, focus on the near eye and you should get there. Shallow depth of field shooting looks great when done well, but it takes practice to perfect.