i assume that you're watching the original Hellsing. (warning... the ending kind of sucks and has nothing to do with the manga version.) It's still worth watching though.

I do recommend watching Hellsing Ultimate which is the retelling of the story strictly from the manga. All the original voice actors are back (and can i say much more awesome). Alucard is even more badass and Seras is less whiny and more of a vampire. The first three discs are currently out.