I've been sniped several times, and I found it frustrating, too. Before the sniping software was available, you could watch the bid and try to outbid the other people at the end of the auction. Sometimes I would end up bidding higher than I really had intended at the start.

Now you have to make sure that the maximum bid you place is really the most you are willing to pay for the item. Even if another bidder is using sniping software, you will win if your maximum bid is higher.