That's not right.
You should be single-stepping with F8. If you are about to enter a method call and you want to trace into it, press F7 instead. If you're in a method and you're tired of it and just want to bounce back to the caller, press SHIFT+F8. I see there are now "force" versions of these buttons, but I don't know what that means.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.