Answer: Remain calm. Getting frustrated with the writing process puts you on the fast track to getting burned out. But what causes that frustration? It is caused by over thinking things, trying to take everyone's advice at one time, not knowing whether or not you should take one piece of advice over another or vise versa. It's enough to suck the joy out of writing.
First, when someone requests that you "show, don't tell", what they mean is that they want to see more action. One of the most common mistakes writers make is that by the time they hit the climax of their story (in novels in particular), they are sometimes so out of love with that story that they are ready to be done with it. They fly through the climax and on through the ending with such force that it it feels rushed and it misses that element of "showing". Remember to take time, especially through the climax, to really connect with the scene and draw your reader into it by offering more action and more description.
Second, when someone tells you to "tell a story, not just the action" it is actually not related at all to the previous paragraph. In this instance, they are only requesting that the action mean something more than just shooting or fighting. The shooting and fighting (or whatever it is your character is doing) is swell but without an underlying meaning or a reason why they are shooting or fighting, the scene means nothing and therefore will lose all connection with the audience.
Either way, remember that a story is only as good and believable as its characters.