<em>Estoy frustrado y </em><em>no </em><em>sé que hacer.</em>
In this sentence, the negative word is no, so Jaime is in a terrible mood and doesn't know what he should do. In fact, he is frustrated
, hence his complaints is great. This sentence means:
<em>I'm frustrated and </em><em>don't</em><em> know what I should do</em>