Welcome to FlyerTalk, stephane!
The situation you describe definitely is annoying: You earn the miles, but it seems like the awards you want aren't available when you want them. It's easy to come to the conclusion that you've been shortchanged.
With the proliferation of ways to earn miles, we're all competing with other people who have the same type of currency (miles) for a limited number of awards. The most desirable awards will be snapped up quickly. But don't give up hope! With a bit of research, persistence and flexibility, it's usually possible to get what you want.
There are many helpful threads -- and FlyerTalkers -- in all of the FT Miles and Points forums. If you need help on a specific problem, please do some searches before starting a thread. Chances are good that your question has been asked before.
Good luck!