When I make buttercream with all shortening it seems to have a separated look to it.Does anyone know why this might be happening?

Here's an overview of the different frostings by type:

http://tinyurl.com/yh44gu

There's a frosting troubleshooting chart on the last page.

If this doesn't help, perhaps you could post a link to your recipe.

HTH

separated immediately after making it? While it's on the cake? in the storage container a few days later?