To be able to play what you hear, you gotta train your ear to identify intervals and scales and chords and tones... Poking around blindly until you find the right note is very frustrating. That's what I'll help you fix here.
 
Unlike learning your fretboard so that you KNOW where you are (see my other blog: http://www.guitar.com/kimonf/blog/tutorial_learn_your_fretboard_finding_the_notes ), learning to HEAR the fretboard is not something you can accomplish in an hour or two.
 
But you don't have to pull it on your own. There is a nice little free application designed to help you train yourself to identify note intervals and scales and chords.
http://www.solfege.org
It looks simple but it packs a very complete selection of exercises such as:
Identifying every interval in ascending, descending and harmonic modes, scales, chords, identify tones and hone your intonation hearing. I for one intend to practice with it a lot! You can also practice singing all of the above.
 
When you have a little time or are tired of working, launch it and hone your ear. There are even visualizations, including a fretboard, so you can relate the intervals directly to the guitar. It won't happen overnight, but if you keep at it you'll eventually get better. Promise!
 
Be well!
- RG -