I'm going out on a limb here, Denaes, but my guess'd be that your group is trying to play a mid- or even high-level campaign with low-level characters. My group did that, and it bit. One of the big things d20 Modern is missing is a section entitled "What level is your campaign?" If you want to play "Ordinary folks to whom weird stuff happens", 1st level is great. If you want to play "FBI Unit assigned to paranormal stuff", you want to start at 3rd or 4th level minimum, unless you're comfortable having your players doing a lot of make-time work in order to level-up and get to the cool stuff. For a game I ran in which I wanted everyone to be good investigators AND good in combat, I started them at 6th level, which was about right. For a one-shot that ripped off "Enter the Dragon", I had them make 12th level characters, and even that may not have been high-enough in level.
In D&D, you get immediate and obvious feedback when you're in over your head. If you're first level and the monster is ten feet tall with giant bat wings and flame flickering from its eyes, you know you're outclassed. In d20 Modern, though, you can think you're James Bond as a first-level Charismatic hero, when in reality, you're the guy who details James Bond's car and can occasionally sell a story with a sort-of smooth line. If you try to take that first-level character into an infiltration plot, fighting guards and bluffing security agents and hacking computers, your guy is dead. It's just that easy. And you could very well be frustrated, because in your mind, you were a heroic dude fighting squibs, but those squibs just took you down with extreme prejudice.
That's actually the beauty of the system. It's designed to work at multiple power levels. The trick is choosing the right power level for the campaign you want. You can make a homebrewed campaign about hell coming to earth, somewhere between "Doom 2" and "Kill everything in the Monster Manual that starts with a 'D'" thematically, with the heroes unloading assault rifles into pit fiends and tossing grenades at balors while blasts of hellfire roar past you... but you can't do that with first-level characters.
(Someday, I will run that campaign... Mmmm. And I will add a DMPC sidekick called "Old Doc", a Dedicated7/Field Medic10 with Healing Knack, Healing Touch2, Medical Expert, Surgery, Educated (Earth and Life, Tactics), Skill Emphasis:Treat Injury, Expert Healer 10, Medical Mastery, Medical Specialist +3, Major Medical Miracle, and a +1 Mastercraft Healing Kit, so that I have a +39 to my Treat Injury check and therefore automatically succeed on raising the PCs from the dead provided I can get to them in time. Also, I will have a few grenades and an assault rifle and Improved Damage Threshold a few times, because it's never good when the healer goes down.)