Anderson Window depth vs wall depth?

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Greetings,
We purchased 2 stock Anderson windows for a side by side installation. Interior wood finish.
The windows are in, level and all of that, but we quickly discovered that the window unit is not as deep as our walls. We have a standard built home from the early 50's. No vinyl siding or anything.
Our walls are about 1/2 inch to 5/8 of an inch thicker, so the interior framing of the window is not even with the wallboard surface of our walls.
So this means we are going to have to find wood that is the proper depth (or rip it) and add it to the frame of the window, to build it out to the proper wall level.

1. Is this a common occurance?
2. Does this mean we will need to custom order all of our windows now?
3. Any suggestions on the best way to do the build up?

Thank you for any advice/help.

Linda