Conservative beliefs do seem to be a bit contradictory. Conservatives want small government when it comes to taxes and social programs. However they also want the government to enforce morality, such as making abortion illegal.
Conservatives, economically speaking, want the government to stay out of their lives. A good current example is health care. Conservatives do not want the government to tell them whether they have to buy health insurance or what kind of health insurance they must have. Because of this, we often say that conservatives favor less government.
However, conservatives do want the government to enforce traditional values. This is why they want the government to get into people's lives to enforce traditional morality. A good example of this is that many conservatives were happy when there were laws banning homosexual behavior.