1. They are caused by sin in the world (general sin, your sin or sins of others)
2. God directs His help for you based upon His specific plan for your future.  Fighting His plan will only prolong your pain.
   • "For I know the plans I have for you,” declares the LORD, “. . .  plans to give you hope and a future." (Jeremiah 29:11)
   • “But those who wait on the Lord will renew their strength. They will soar on wings like eagles; they will run and not grow weary; they will walk and not be faint.” – Isaiah 40:31
   • “Who is wise? Let them realize these things. Who is discerning? Let them understand. The ways of the Lord are right; the righteous walk in them, but the rebellious stumble in them.” – Hosea 14:9
   • We also glory in our sufferings, because we know that suffering produces perseverance; perseverance, character; and character, hope.” – Romans 5:3-4
3. God's ultimate plan for your future is your eternal life, bought by the blood of Christ.  To ensure you do not depart from this path, God may point you in a direction temporarily filled with frustration.
• "[God] is not willing that any should perish but that all should come to repentance". (2 Peter 3:9)
• "Who is wise? Let them realize these things. Who is discerning? Let them understand. The ways of the Lord are right; the righteous walk in them, but the rebellious stumble in them.” – Hosea 14:9

A good example of how God works in our lives is found in the Bible story of Joseph (Genesis 37-50).

• Joseph was sold into slavery by his own brothers - his misfortune was caused by their sin (and also due to his own sinful arrogance towards them).
• Through a series of temporary blessings, followed by more apparent misfortunes, God puts Joseph in position to be the most powerful man in the world (2nd only to the Egyptian Pharaoh).   This was God's ultimate plan for Joseph to help others.
• Likewise, God allows mixtures of misfortunes and blessings to put us in the position to better serve Him and to bless others. What you may consider a setback may well be God putting you in position and preparing you according to His plan.
  
• God's ultimate goal for our future is eternal life for us and those we influence:  "But God shows His love for us in that while we were still sinners, Christ died for us" -- Romans 5:8