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! ^^