Part of the problem could be if you're applying for jobs that have significantly less income than your last job. As weird as it sounds, you don't want to appear to be overqualified. Employers will begin to wonder why you're applying for this job and will think you will ask for more money than they want to give you.

A good resume is also very important. If it looks professional, you'll be more likely to get a second chance on a lot of things when it comes to interviews and such.

I just went through something similar. I graduated college and was applying for my first "adult" job. The problem was, I was overqualified for wal-mart because I had a degree, but under-qualified for everything else because of lack of experience. A good reference and a good resume was what got me into my current job.

Good luck!