Dear Donna,
If you have ever looked at a sleeve pattern, you can see that it is widest at the bicep line or underarm seam, and tapers as it descends toward the wrist. This means that the only way to shorten such a sleeve is to sew a very narrow hem--no more then 5/8 of an inch. Turn under 1/4 to 5/16 inch; sew in place. Turn under another 1/4 to 5/16 inch and stitch again. Any wider than that will cause the sleeve to pinch and wrinkles along the hem.
Teri