My first adwords campaign didn't go over well either. The first day I got an e-mail from Google telling me that THEY were removing some of MY keywords for poor performance. HUMPH!
At any rate, I was able to narrow it down to a few that were producing hits, but few sales. When you pay for advertising, it stinks if there isn't much return. I blew about $30 all together for that campaign over the period of a month. During that campaign my sales did not increase over previous performance at all.
Don't feel bad! It happens.