well... at least you're in the right place. there are TONS of resources here on the site to help you improve you game.
first thing you need to realize is that chess is a game of patience and paced improvement. you are not going to get good overnight.
my suggestion is to keep playing games and the FIRST - go over your own game to find your own mistakes, and SECOND - if you don't know your mistakes, then post your games in the forum.
enjoy!
I learned via this site. It took me over 50 games here to finally win a game.
Keep practicing and try to have fun. I don't think there is a quick fix for chess frustration. There is something to be gained whether you win or loose.
First thing you should do is ignore czar's advice. Second thing you should do is listen to erik-not this erik but the previous one. Well listen to me as well. Anyways thats my story and I am sticking to it.
I was totally the same way. I went something like 2-30 when i began playing and people online, and I began to think that i just couldnt cut it.
I was pissed and started to hate chess, but im too competitive and kept at it.
I have to say the Tactics Trainer on this site is sooo good. After a few weeks using it for a half hour a day or so, I started to see the board differently. Now im winning about half of my games.
Its really all about time and practice, and remembering how fun it is when you have your opponent on the run and your just gobbling and devouring his defenses up. Use that Tactics trainer! or the Chess Mentor! Theyre amazing features!
At present, ignore openings. The Fischer book is extremely good.
There are many preconceptions you bring to the game. Many of them it is good to unlearn (e.g. if I can trade off everything, I will see how to win better). Also, there are simple rules of thumb that can help if you can remember during a game (e.g. putting your pieces in the middle of the board is a good thing).
The next time your boyfriend wins, perhaps you can ask what he thinks you could have done better. Or I can go over a game you have played and offer advice or play you and analyze as you go along.
Good luck!
I think the best advice for getting better at chess (especially when you are playing online without time limit) is to take your time thinking about your move. Try to think as far ahead as possible, until the image (in your mind) gets too blurry to see the position clearly. This trains your visualization of future positions and you will in time be able to think farther ahead, which is almost all chess is about. The longer you think about your moves, the faster you will get better (including the time you spent on thinking about the move). One well-reflected game will make you better than 300 games without thinking.
You need only that and the point system (rook = 5, bishop = 3, etc.) to get to a rating of about 1800. Beyond that positional thinking becomes very important.
Sometimes when I play on yahoo chess, I notice that almost all players who are still beginners only think about 5 seconds about their moves. Some of them have even played more than 4000 games (mostly blizz). If you take more time thinking about your moves you can be a grandmaster with the same amount of games.
One thing that may help is to question why your opponent moved a piece to a particular square. Is your opponent threatening anything?
Another thing is to look before you leap. Are you putting your piece in danger when you move it?
Those two things should cover simple mistakes. In time, when you can see more moves ahead, you'll see deeper into your opponents plans, and it will help you formulate your own.
Sticking to the basic principles will help your planning and improve your overall game.
Chess is a frustrating game at times, but losing is normal, and patience is rewarded.
As for specific advice, first off, do NOT, under any circumstances, start memorizing openings, it is a waste of your time right now. There are so many good openings, that memorizing a few means that you only get to use that information very occaisionally, and be lost the rest of the time. Instead, follow good opening principles that you can use in ALL openings. Here is a good link for some of those principles: http://www.exeterchessclub.org.uk/Openings/10openrules.html
Also, take a look around the rest of that site, theres a TON of good info there too.
I third the recommendation of "Bobby Fischer Teaches Chess" as a book to start with. Also, if you're really new and making moves completely at random, it is good to know some rules of thumb that will help you plan basic strategies. Good starting rules that helped me as a beginner are:
1. Control the center. Try and get your center pawns in the middle of the board, they can support and be defended by your pieces.
2. Develop quickly. Get your pieces off the back rank so they are attacking squares.
3. Castle quickly. This is tied to the last one. Your king is safer in the corner and castling also activates your rook.
Focus on doing that stuff.... you should gain an upper hand on your boyfriend if he doesn't know those basics and is just moving at random. You can learn more complex stuff later once you get the hang of how development and control of center affects the game.
Thanks so much. This is all such wonderful advice. I have just starting following those "basic" principles such as moving to the center, developing all pieces, and castling early. Until today I didn't know they were important. I would rate myself at an "intermediate/beginner" level if that makes any sense. I just need to learn to see the board better and make better long term decisions...if it helps any, I would like to say that I play very "safe." I"m not sure when it is wise to risk pieces and will often retreat! 
Here is an example of my carelessness. I was ready to quit after losing my Queen due to not paying attention to my surroundings. Stupid mistake...
Thanks for posting your game. After looking at it, i think i can add a few more pointers that may help.
Good squares to develop your knights are at c3 and f3 for white and c6 and f6 for black. Knights attack less squares when they're sitting at the sides.
The exchange of bishop and knight for your rook was actually good for you. The bishop and knight are worth about 3 points each and the rook is worth 5. You were already down a piece, but the exchange made the number of pieces equal.
If your opponent pulls out the queen too soon, think of ways to attack it (preferably with knights and bishops.*) This forces your opponent to waste time moving the queen around, and allows you to develop your minor pieces and possibly put your pawns in better squares. I say possibly because there's a chance of over extending them.
Also try not to make too many pawn moves in the beginning. Keep the pawns back around your castled king. Moving them weakens your defense.
*Try not to move them too often in the beginning. Move them at least once, but less is better.
I'm wondering if anyone can help me out with this monster called Chess. I like the game alot and want to learn to be good at it. I'm a beginner and play my boyfriend online often. He's also a beginner, yet I can't seem to beat him. To top it off he's extremely taunting! I get so upset but more at myself than him simply because I know I can do better. They say chess helps improve both math and science skills. Well the mistakes I make in chess are reminding me of high school and the mistakes I made in math. I hate math and I would always make the stupidest mistakes and after I do it it's too late to retreat. Any advice? I don't know how to develop strategy nor do I know how to think holistically about the board...please I'm seeking serious help b/c I hate losing....all the time. I can take a loss but I'm saying can I at least put up a good fight?!