I think you are trying to watch too many in one go.
I really like Inland Empire but it's something you really have to have a lot of hypnospace between your eyes to appreciate it (it's a pretty odd movie).
If you had watched a few episodes of On The Air or Straight Story or even Fire Walk With Me before attempting it it might have been less of a chore.
I cried at the end of that movie and that only happened once before (King Kong).