First and foremost: I'm writing an e-mail for my email@example.com account and hit send and the server tells me my connection timed out and that I need to log in again. OUCH!!!! I just lost the e-mail and yahoo doesn't save it for me. Time to write a really big bitch letter.
Second: I really really hate ambiguity, needing to do something and not knowing how to do it or what the process is for doing it. This one causes me lots and lots and lots of pain. Just plain not knowing what to do.