Now, at this point you've got enough tools to build an adventure - start with a goal, isolate the problem, figure out what needs to be done to overcome that problem and state that as another set of problems. Repeat as many times as necessary to feel like you've filled things out. It's fairly simple, but there are a few loose bits that are worth nailing down to help bring the whole thing together.
As you plan these potentially long sequences of problems and resolution, it's easy to feel like you're leading your players around by the nose. If you view this all as a a series of tasks the characters need to perform it can become precisely that. The trick, of course, is that's not the way to view it.
See, there's a tendency to look at the specific problems and solutions as hard points that need to be stepped through to reach the end point, but that's backwards. The important thing is the core problem, not the path to it. Players will surprise you, but if you keep the core problem in mind, that won't take things off course. Instead, it will just prove to be a different route to the same end.
Consider for a moment how liberating that is. There's no right or wrong direction for play to go - there's a direction that may result from events, but no direction things MUST go. As an extension of that, so long as you keep the goal clear, there's no need to push players towards specific action - the goal provides a point of reference that gives context for all actions.
Clarity and Urgency
Sure, it's all pretty much cupcakes and puppies if you can keep it working, but there are two things which can grind everything to a halt - if the players lose their sense of clarity or urgency, things go badly.
Clarity is the most dangerous thing to lose. The whole KWORC model depends on the characters having a sense that they can do _something_, and it will matter. There needs to be a sense of a thread connecting where the players are to where they want to be, and if they lose that thread they can get frustrated.
It's usually pretty obvious when players have lost that sense of clarity. They argue about what to do next without any real passion - they're casting the net out and hoping to catch something, anything, and starting to get annoyed.
When this happens, you need to ask yourself what you're seeing that they're not. You know what the core goal is, and you know where the player's stand, so you should still have a clear view of the options and problems facing them. The disconnect between what you can see and your player's seeing is usually pretty small, and once you spot it, the means of correcting it usually suggests itself.
Urgency is, strangely enough, not necessarily as urgent provided the game is going well. Sometimes the big goal can take care of itself for a while, especially if the players are enjoying an engaging distraction. But when things start to slow down, it's important that players _want_ to get back to the main goal. If they don't, you may need to go back to whatever initiated the game, and possibly dial things up a notch or two. The villain takes an action. The problem gets worse. The clock starts ticking.
Why Opportunity Matters Most
I've mentioned a few times that opportunity problems are the most important for solving the big problem, but that's not necessarily obvious. Opportunity problems don't require anything else but character action to resolve. Why is that important?
See, every other kind of problem is going to require _something_ to resolve - a source of knowledge, rare or hard to get items, consequences and so on. Opportunity tends to just require the one thing players have in excess - pure cussedness. Opportunity problems can often be solved by pounding you head against the wall long and hard enough, and if there's one thing players will do, it's that. Players are almost always willing to try a little harder or push a little harder. This is actually something of a problem in many cases but this is one situation where that can get rewarded.
To Sum Up
Ok, you hopefully now have the problem areas nailed down, so tomorrow we can tie it all together.
1 - Now, that said, a little frustration can have its place, but only very little. It's a reasonable follow up to things going badly wrong, but it can't stay in that rut for too long.
2 - Unless you have also lost the thread, in which case it's time to seriously review the situation.
3 - Ok, Capability problems can be overcome in this fashion too, but that tends to be all or nothing. Either they can, and they do, or they can't and they don't.
4 - It's the anime fighting thing, where fights are resolved by "I FIGHT HARDER!" Players are always willing to fight harder, so that translates pretty badly into play.