Very true of vitamin E.
Most vitamin E supplements are administered in the form of alpha-tocopherol. Alpha-tocopherol is one of seven tocopherols, the antioxidants of the vitamin E complex, but it is not the active ingredient. Natural vitamin E contains seven tocopherols plus polyunsaturated fatty acids, vitamins F, A and K and forms of vitamin D and manganese. The body is designed to utilize food in its whole form. If incomplete foods such as refined alpha-tocopherol are digested, the missing factors are borrowed from tissue reserves in order to make the partial food usable.
The Atlanta Journal and Constitution summarized the April, 2000 Proceedings of the National Academy of Sciences with a headline proclaiming "High Doses of Vitamin E May Be Harmful, A Study Indicates." The story discussed that individuals taking vitamin E supplements might be depleting their bodies of other forms of the vitamin that perform unique and vital chemical tasks.
In a Spring 1994 Finnish study published in the New England Journal of Medicine synthetic vitamin E was supplied by a major pharmaceutical company. In the study, users of the product had a statistically significant loss of protection from lung cancer, stroke and other degenerative diseases.
Make sure you are taking a vitamin E supplement that contains the full spectrum vitamin E : d mixed tocopherols + d-mixed tocotrienols - as what is produce and found in nature. Like the carotenoids, all these different forms of vitamin E work synergistically and depends on each other for optimum functionality.
By far the best vitamin E supplement that I have found on the market to date...no this is not an advertisement either

Expensive but you get what you pay for...
MegaFood - Focused On Food
It's made from 100% whole foods and thus contains all 8 components of the vitamin.