If you're not familiar with the concept of ICM (the Independent Chip Model), I would definitely look into that for final tables and specifically when there are 6 or less players left in the tournament. Essentially, according to ICM, the difference in stack sizes becomes a major consideration such that the largest stack may be pressuring the smaller stacks into playing the very top of their range by playing any 2 cards aggressively every hand with a big enough stack advantage (a bit of an exaggeration, but that's the idea).
While ICM somewhat applies late in tournaments before the final table, at this point you really just need either a) to have a big enough stack to survive through the ever-increasing blinds or b) to run hot (haha, I know this seems dumb, but running well early in tourneys does just about nothing for you--save the good runs for deep!). If you're real short, you need to be ready to send it with any decent hand and hope for a good flip (keep in mind your seat position and previous action when making this decision). Also, if you're substantially changing your play style after you've got into the money because you feel pressure, don't do that! Playing how you were playing got you into the money, and the best you can hope is that it continues to get your deeper.
One thing that might make you feel better about your losses or at least provide insight as to why you're losing is to mark specific hands where you were unsure what to do and then go back and calculate the expected value of your hand on each street (you can use Pokerstrategy.com's Equilab free software). As long as you are making +EV decisions, don't feel bad about losing. If you're making -EV decisions, work to correct those mistakes, and your poker game will improve tremendously.
Hope this helps, and good luck!
- Sundizzel
