In a cross wind landing, cocking the nose into the wind is one technique. Another is the wing low method, in which the nose isn't cocked into the wind nearly as much. The upwind wing is lowered, and rudder keeps the nose headed in the right direction.
Either way, just before touchdown you need to get the nose lined up with the runway. Don't land with the nose still into the wind, or the wing still low.
Some cross wind components (speed/direction) result in an impossible situation to compensate for. It depends on the aircraft as to how far you can go.
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