Setting the Difficulty 
One of the more difficult things to do in the gaming industry is to get the difficulty of a game set to a reasonable level. This is a problem that is common even in commercial releases, and becomes even more prevalent in independent games.
For example, sports games have a very difficult time setting the hardness or difficulty level to the game. I'm a big baseball fan and tend to play most baseball games that are available. I'll play until I'm good enough to beat the computer consistently by 7+ runs on a difficulty level and then move it up a notch. This often works fairly well, but there are many times where I will go from winning by 7 to losing by 7. That is a huge change in the game play.
Basketball games are another game that often has this problem. You can go from winning by 20 on one difficulty level to losing by 20 on the next. This wide margin would make you think that there should be some middle ground between the two difficulty levels.
Most platform games don't have this problem. The reason is that as those games go through the testing stages, many people play the game. It is tweaked and modified to make it so that the game gets increasingly more difficult as you play through it. I believe that the problem occurs more in retail sports games because the testers likely don't spend a lot of time determining if the difficulty level is well set, and instead spend their time making sure the game is playable.
Bringing the issue back to independent games, I've seen this as one of the problems that independent games suffer from. Most independent games do not have a large number of beta testers. In fact most of them don't have a large group of anything. What can often occur is that the programmers become the beta testers. Since they are programming and playing the game throughout the process, they develop a skill at playing the game that someone new to the game will not have.
Over time, the programmers skill at the game leads to a masking of the real difficulty of the game. Since the programmer also already knows any one level's objective, and how to beat that objective, they have an added advantage over other players.
Typically in the programming of a game, the specific levels are the last thing to be added. By the time that levels are being added, the programmer really has no concept of how hard any one level may be. When a customer picks up the game and plays it, they may get through the first 3 levels ok, and then suddenly find themselves up against an absolutely impossible level 4. If the programmer has a website, you may find in their message board many people complaining about that specific level, or more commonly, people just won't play the game.
While at the GDC I had the pleasure of playing the game Valence. It is a game where you connect protons, electrons and neutrons to create shapes prescribed to you at the beginning of each level. While sitting with the creator, playing the game, I easily walked through the first few levels. Then I got to a level where the creator said "this level is really too hard. We worked on it as programmers and it seemed reasonable, but being here, it's been clear that most people cannot come even close to accomplishing the level's objective." I then attempted the level and failed miserably. The creator was already working out a way to rework the level to make it more user friendly, and I wish them luck on their very addictive game.
The problem of jumps in difficulty happening too quickly is wide spread among Independent games. I've played more than 50 independent titles in the last 4 months and have run into the situation in over 30% of the games I've played. Playing through a new game is a learning process. With any learning process there are some rough points. However, when a game becomes too difficult too fast, or when it provides a challenge that the average gamer cannot hope to meet, it causes frustration. When players get frustrated, they may try to play through it, but if it happens too soon in the gaming experience, they are more likely to move on to another game.
How to fix the problem is an interesting question. The most obvious answer is to get more beta testers. Forums such as gamedev and dexterity may help to get a more professional look at the game. Having been through the game creation process of a few games, I think that sending a game to someone and letting them test it is helpful, but you miss some things by not being there and watching.
Perhaps the best beta testing happens by just watching someone play and try to navigate the game. Creators have a tendency to jump in and help people through the menus of a game. I recommend that they not do so. If the player who is in front of you cannot navigate through the menus, then customers will not be able to either. The best type of beta testing in my mind happens by having people sit in front of the computer and try to get through things on their own. Watching what they have problems with will give you a better idea of where the game can be improved. Watching a small group of players, 5-10, will often give you a much better idea of where potential problems with a game exist then will 15-20 beta testers who play on their own systems. I do think both groups are important, and perhaps should be used together, but the small group should be first.
This then leads to the problem of getting beta testers. If you are unable to get beta testers for your game, then I might suggest that you are going to likely have a hard time selling the game. Beta testers can be found among neighbors, friends, and even at your local arcade, software store, or college.
Beta testing with multiple people and especially watching the beta testers as they play will help to identify difficulty issues in the game that would not have been found otherwise. As difficulty levels in independent games have trouble being consistent, and that lack of consistency can often lead to games not being played, I believe it is paramount that independent developers spend more time using their beta testers to determine if the difficulty of a game progresses along a reasonable line, and if it doesn't, time needs to be spent changing the game to better fit what the beta testers suggest. I'm convinced that so doing will help to increase sales as professionalism increases in independent games.