Jeremy Keith talks about a couple of recent frustrating moments in his life. One regarding a musical instrument, one involving a build process:
That feeling of frustration I get from having wiring issues with a musical instrument is the same feeling I get whenever something goes awry with my web server. I know just enough about servers to be dangerous. When something goes wrong, I feel very out of my depth, and again, I have no idea how long it will take the fix the problem: minutes, hours, days, or weeks.
I echo his later sentiment that moments like these become great writing opportunities.
I'd say that it's always OK to experience frustration. It doesn't make you a lesser developer, at any level. But at the same time, the more experienced of a developer you become, less things will trigger that frustration, because of the resources you've built up to deal with those situations. Notice Jeremy didn't give up and a co-worker came to the rescue.