If you check the boardgamegeek reviews for the game, many people say the same thing.
The real problem is that the game is actually balanced so that the marine player should keep running away. That goes against the game its based on, where you would normally just blow up anything that got in your way. So if the marines stand and fight, they get killed, but if they run away, it's not a satisfying victory.
Luckily, there's a few updates and variants they've released online at fantasyflightgames.com
They have difficulty level modifiers and a faq that should help clarify things. It still doesn't change the way they skewed the game, but it helps a little.
Oh, and a different designer has taken the Doom boardgame mechanics and made a fastasy version called Descent. It's a massive $80 big box game (like Twilight Imperium 3) that makes quite a few improvements to the formula, such as making the Overlord's cards cost a certain amount of "threat", basically points that the overlord gets as the players move forward in the game or as he discards cards. There's also a way for players to get more "lives" as it were, by completing certain tasks or reaching certain points in the game. Thus, you don't end up in situations where its clearly impossible for the players to win.
Oh, and there's no ammo.