It's the fear of failure, of being unable to protect those who count on him that Sheena's referring to--that same uselessness he's feeling as he demonstrates how ineffective whatever he tries actually is.

"I don't know, either!" Sheena responds, her eyes growing wide as she sees her friends fall again before her eyes. Once more, she takes off, but instead of going for those who hurt her friends, she plants herself in front of the creature. She really doesn't understand what's happening, but it's irrelevant. These two needed protection, and that's what she'll give them.

"Get out of here!" she demanded.