I will try to give you a small checklist, but there could be numeruous reasons why your CV did not make the cut, and we can only guess.
1) Make sure you are well rounded (GPA, schools, extracuriculars, sport) BUT you need to have a SPIKE - you need to stand out, especially for MBB
2) CV - 1 page per decade of experience (Laszlo Bock Google)
3) Wording focused on your impact not your position - e.g. for your internship at a consulting company, DO NOT say "I worked on 3 projects as an analyst for 3 months", BUT instead say "I worked on several projects, notably I found a way to estimate how to pack more eskimos into a minivan" - shows your personal and unique impact and distinguishes you from other people interning at the same consulting company
4) I am McKinsey biased (as an alumn) but throughout your CV and Cover Letter, cover all of these - a) personal impact (creativity coupled with team work, b) enterpreneurial drive (what have you created, done differently), c) problem solving skills (you get that), d) leaderships abilities (no need to lead team of 50+, solving interpersonal situation or other is enough)
Hope this helps a bit,