When you cast the teleportation spell (from a wand or if you know the spell) you must select a target to teleport. If you want to teleport yourself (not a monster next to you) you pick the '5' direction. Then it will prompt you to select a location. You can move the cursor to the place you wish to teleport and, if that spot is not occupied (by a monster or wall tile) you will teleport there.
How did you get teleport control? And how are you casting teleport? Do you have any potions of insight or the Revelation spell you could use to confirm you have controlled teleportation?
Proud member of Team Silfir in the Treasure Hunter debate.