Usually mean that the women they like, don't like them. From Sodini:
Women just don't like me. There are 30 million desirable women in the US (my estimate) and I cannot find one. Not one of them finds me attractive.
This is almost certainly false. But it's the self-indulgent, self-pitying aspect of "nice guys" the world over. Leaving aside the fact that people who call themselves "nice guys" are often assholes, the "girls don't like me" notion has deep resonance, especially given the inroads made by nerdism.
I'm thinking of Freaks and Geeks, where the geeks lament that they can't get laid. But what they really mean is that they can't get laid by cheerleaders. I'm thinking of rappers who swear no girls liked them until they got rich. But what they really mean is that the drug-dealers girlfriend types didn't like them until the got rich. The worst part of the "nice guy" lament is that it attacks the shallowness of women, with it's own implicit shallowness.
It isn't a male thing, either. Mo'Nique made this movie whining about how no one thought overweight women were beautiful--but her ideal is this dude who's built like a NFL cornerback.