Thanks a lot for the input Outback. I think I know what it is now.
I have this list of questions and exercise and I do some of them everday. Some of the ones on the list I am very hesitant to do, simply because they dont feel good to do. One in particular that I thought would help me was writing out my negtaive beliefs on a subject stream of conscious style then writing out the opposing, helpful beliefs to get in the proper frame of mind and focus on what you want.
I now realise that you dont have to do this. When you have an intention you only have to deal with the excuses your mind throws at you when you think about what you want. Whatever rises to the surface and prevents you from having that feeling of having it now is a block and can be dealt with right there. It is no wonder I felt overwhelmed - I thought you had to deal with every negative thought stored in my mind (as well as ones the stream of conscious writing made me imagine lol).
The depression and frustration I experience is my mind creating a way for me to stop doing something harmful that I would just plow into doing. I think its like a subconscious way of putting on the brakes and guiding me. Thinking about it, I have had it once before and I realised later that my course of action would have meant me doing something I really wouldnt have enjoyed on a day to day basis. On some level I knew that and I stopped myself from pursuing that goal. This time I simply didnt want to spend loads of time remembering or imagining things I didnt want.
These internal "Blocks" I was worrying about don't exist like I thought they did. Excuse would be a better word.