About to break down, don't know what to do.?

I don't know what to do. I am always worried, and don't really trust my own judgement. I was told to do something at work by my immediate supervisor, who said it was the new policy from the boss, but I have gone by the supervisor's directions before and been chewed out. I love my work, can't afford to be out of a job, and don't know what else I can do. It's just the bureaucracy that is killing me. I want out, and don't know how to get there. I have a possible job offer (will find out in a few weeks) that will lead to something in a few months, but I don't know if I can hold on. I cry at night about my own inability to deal with the situation and feel so hopeless...