Is it normal to feel trapped?

Is it normal to always have the feeling of helplessness?

To give you a bit of a background, I'm 21 years old. After High School, I joined the military - Honorably Discharged (Medical). I'm now 4 states away from the family living with a friend.

Since about 17 years old, I haven't been able to escape the feeling of failure. Good looking individual, quite outgoing, lost my virginity in freshman year to a one-night-stand, and haven't had any relationships since. My family adores me, but I keep running away because I feel like I'm taking advantage of them. When I get too close to people, I get scared and push them away only to regret it later.

I am now stuck thinking that it's too late in life to fix the hole I've dug myself. I've come to a conclusion that medication may fix it, but is too expensive for me regardless of how much my family has offered to help me. I look back at their lives, and they weren't given anything compared to kids these days. They started their careers when they were 16, and stuck with it.

TL;DR - Possibly bi-polar / depressive, feel trapped, feel ashamed to accept help. What should I do?