If I kept thinking "I HAVE to be frugal" then I felt like I was missing out, but when I changed my mindset to "I am furgal to save money and be able to do more" then it became a game of sorts, and makes it much easier on me to not feel hopeless.
I know just what you mean! I was just discussing this with dh the other night.
We've been living pretty frugally for years now, mostly by choice, as we tried to save up money for a down payment on a house. Well, we just bought our home in November, and had to do all sorts of work just to make it liveable. We hadn't had time to build up our savings again when WHAM -- my hours at work were cut in half starting last month. We're struggling to make ends meet, so we have had to cut back pretty drastically.
I was feeling really depressed and realized that it's actually much easier (for me, anyway) to be happy and frugal when times are good than when times are tight.
When I'm being frugal by choice, it's a game and I'm proud of myself for saving money. When I went to the grocery store this week ... well, I didn't feel "frugal". I felt "poor". And, yes, helpless.
I realized that I have to give myself a good kick in the rear and realize that I am NOT helpless. I know that I can change things, slowly, if I just keep working at it. I guess I just have to keep reminding myself of that, when I start to feel down.