That happens a lot I think. It's also why our service is so wildly popular.
Put in your snipe, sit back, and relax.
What it sounds like it might help you is our bidgroup feature. Here is a link to the tutorial:
http://www.auctionsniper.com/bidgroup.aspx
The way bidgroups work is that we let you enter bids for every auction of the item you want to win, at the price you want to win at. And we keep bidding on all of them until you win 1, then we stop bidding.
For instance I was trying to win an Oceans 11 DVD. There are literally 20+ of them on eBay at any time. With normal eBay bidding I'd be able to bid on only 1 of them and then I couldn't bid on the rest until either I won that 1 or lost. If I lost I could bid on another.
With an AuctionSniper bid group I'd put in bids on all 20 and let AuctionSniper bid on all of them until it won 1. This is going to give you the best odds of winning for the best price.
To find out what a good price for winning is go to eBays search section and then search for the item you won in the completed eBay auctions. They have a tab for that. That will give you an idea of the high and low prices that item sells for. Enter your bid group bids all at the low end. You're not going to get it at a steal of a price but you're going to win it at the lowest end of the prices that they sell for on eBay. But on higher priced items that can be significant.
Good luck.