The usual expression is 'On est tous dans la même galère'. You can translate it word for word into the equivalent idiom 'We're all in the same boat.', meaning that we are all in the same (probably unenviable) situation.

Hi I'm french and it means that "we have a problem"

there are two expressions : * être dans la même galère (see Su.Ki's answer) ; * être en galère (see arnaud's comment of Ririe's answer). What's interesting is that those expressions made a way to a verb : "galérer" I can say : Je galère avec mes étudiants, ils n'écoutent rien → I'm having a hard time with my students, they don't seem to listen to anything I say…

I think it could mean: "We are in the gallery". But still not sure, i'm still a beginner in french.