I too am having some frustration wrt gmax. I can't complete any difficult tutorials either. Hahaha, to make it worse, I redid the mutli box tutorial and got stuck somehow and spent 3-4 hours redoing it (but I learnt what mistake I made).
I suppose a great analogy is to just play around with it. One of my best friends works with computers for a living (got a degree in software engineering). Needless to say, whenever I have a problem with my computer, I talk to him and he is usually able to help me out. Still, I remember when he was younger and would crash the computer or experiment to figure things out.
So I guess at first...just play around with it. Set simple goals. My first goal is to make a huge train station and texture it properly. Literally, I'm just making a huge multi-textured box (I have to learn about the textures which is frustrating as well) but yeah, the concept is the same. After I do that, I might be able to make more difficult objects. Few people start off being pros at something...everyone starts at the bottom of the ladder I guess.
One difficult tutorial which I can't finish shows how to make a Japanese subway car. It did teach me how to use boolean commands and how to chamfer edges. I think I'll go back to it and learn the other parts if I can (even if I don't finish it, so long as I learn things from it, it really helps!). I'll try to find the link for you when I get home from work.
Good luck! ^^