To differentiate between these sounds requires a lot of patient practice. I remember spending a few lessons on these particular sounds. You have to be very clear about the position of the lips and tongue and also do some rote practice. Not all native speakers can teach it well - they can hear the difference easily but teaching it is another skill. You will discover Northern Mandarin speakers pronounce these sounds more distinctly as well as higher scorers of the PSC test.
Don't be embarrassed :)
As a native Mandarin speaker,I'd also feel learning Chinese is a difficult thing.Most Chineses hearing foreigners speaking Chinese will feel amazing,even just can speak a little.If non-native speaker keep feeling nervous or afraid of making mistakes,we will also feel stressful and uncomfortable.
cheer up!!! Practice makes the perfect