Hi Wayne, sorry to hear you're having troubles. There's probably not a perfect solution that I can give you that would magically make everything make sense to you, but you probably knew that. So instead of that, let me give you a few pieces of advice, and we'll see how that goes.
First, don't give up. People coming into programming are often under the illusion that it is easier than it actually is. Computers are extremely simple and extremely complex at the exact same time, and it can really mess with your head. It takes everyone time to figure it all out, so don't get too distraught if it takes some time. Don't expect to learn a programming language in a few hours, or a few days. It usually takes weeks to get to a point where you can get anything real done with it, months before you're very effective at it, and years before you become an expert at it. So just start at the beginning and enjoy the ride.
You can rest assured, knowing that whatever you're struggling with, many others have struggled with in the past, and many more will struggle with in the future. You're not alone.
Second, practice, practice, practice. You won't get good at a particular concept until you play with it over and over and over again. Take a tutorial and do the stuff that is in it repeatedly, trying out your own variations, until you feel like it makes complete sense. That you understand all of the little pieces involved in what you're doing. And when something just doesn't make sense, ask questions. This forum works for that, but there are plenty of other places/people to go to as well.
If what you're really asking is, "I think I get the concepts that you're saying, but how am I going to remember all of this when I try to make a game?" then this is what will make the biggest difference. If you've tried the topics in the tutorials out a dozen different ways, it will come more naturally to your brain and your typing fingers when it comes time to do it for real.
Third, if you're desperate, and you feel like things are really bad, perhaps you could start with a different programming language. There are languages that are out there that are simpler than C# to learn. Granted, that usually comes with some distinct disadvantages, like not being able to make any real significant games with them, or not being widely used in the "real world" but that might be OK. Learning a different language first may help you get a firm grasp on the basics, and then you can jump back in to C#. It will still be here for you when you're ready for another crack at it.
Along those lines, let me give you a couple of programming languages that you might find worthwhile. There's a programming language called Alice. It's kind of a graphical programming language, designed specifically for students. You're not going to make any cool games with it, or any "real" program with it for that matter, but I've seen a lot of people use it effectively to start to get the right mindset for programming. It's, of course, free or I wouldn't be recommending it. :)
The other option that comes in at a slightly more sophisticated level is http://www.python.org/ Python. It's more complicated to work with than Alice, but for the most part, it is simpler than C#. Watch your whitespace (spaces, tabs, new lines,etc.) very carefully with Python, as that is the cause of half of the problems you'll inadvertently make for yourself. (Unlike C#, whitespace matters in Python.)
One of the things I like about Python is that it can be run in an "interactive mode". That is, you don't have to compile and run your program, start-to-finish, to see what it does (or if it even works). You can just start typing in commands one at a time, and they get executed immediately, then the computer goes back to waiting for your next command. Python reads more like natural English, which is definitely a positive. And Python is actually powerful enough to use for real programs. I've heard of games that were made in Python, though I couldn't vouch for their quality or anything. But unlike Alice, it's a "real" programming language that is used to make "real" programs.
Now, aside from all of that, perhaps you can help me understand what you're getting hung up on in the tutorials. Is there some specific topic or concept that you're hitting a brick wall on? Did some of the tutorials make sense, then all of a sudden, they stopped making sense? If we can pinpoint the place where things got problematic, then we can maybe come at it from a different direction. If it's a concept that didn't make sense, perhaps there's a better way of explaining it, etc.
Anyway, I hope something in there gives you some ideas and keeps you going. Don't hesitate to ask more questions if you've got them.