I have a cheap wah pedal, and keep getting this problem. Not sure if its a problem or I donno anything about wah pedals.

Anyway, when I plug in my guitar and wah to amp (the way its supposed to be plugged in)the wah works, also has a volume pedal. But what I dont get is why is the sound all bassy and trebleish when using wah. I've seen others use it, Ive seen videos. It has a great sound, but mine just sounds different in the bass and treble.

Is it the wah that's bad, or am I wrong cause I donno about wah pedals? (Probably the latter)