I use a Canon D40 with a 35-135mm macro lens, it helps when I'm nice and close, but it gives me a great deal of grief when I'm trying to shoot further. Do you guys have any ideas on how to deal with it?
-Penguin
I don't understand your question, what exactly do you meant by "shoot further"?
Are you saying you get poor image quality using the lens at 135?
If that's the case my first guess would be that you are running into blur from camera shake. As a lens magnifies the scene it sees, it also magnifies any camera shake, which causes motion blur of the image. The old rule of thumb is that your shutter speed should never be lower then the reciprocal of your focal length when shooting handheld. In your situation this means when your shooting at 135mm, you should have a shutter speed of at least 1/135s to avoid blur from camera shake (I bet your camera can't do 1/135s though, so go the next step higher, probably 1/160s, or 1/200s.). If you're shooting moving objects, or panning with a moving object, you'll need an even faster shutter speed in order to "freeze" the action. If you must shoot slower then the focal length, then you should be using a sturdy tripod and remote release.
If your shooting outside in the daytime, getting a fast enough shutter speed should not be a problem. In that situation I usually shoot in aperture priority, and let the shutter speed float. If it's a little darker and the SS starts to drop too low, I'll bump up the ISO a step. I also almost always use a monopod with lenses 200mm and longer, it helps a lot in reducing camera shake.
The other possibility is that you just have a crappy lens. Good lenses (especially good zooms) are very expensive, and the "kit" lenses that come with beginner SLRs, are usually the bottom of the barrel when it comes to optics, build, and quality control. It's very possible that you just have a lens that only "works" at the wide end of it's zoom range.