I would say it's not immediately clear what frustrates Macbeth aboutthe witches prophecies, but once they begin to fulfill you can see why he becomes frustrated quite clearly..
The four prophecies the witches deliver to macbeth can be summed up as:
- MacBeth will be named the Thane of Cawdor and then will become king
- Banquo's heirs shall in turn become kings
- MacBeth will be remain secure until the Birnham Woods come to Dunsinane
- No man born of woman will be able to slay MacBeth (MacDuff was born through Caesarian section)
There are technically other prophecies delivered by the witches, but these are the main ones that concern Macbeth.
And when you read on and Macbeth discovers the prophecies to be true, such as the Birnham Woods coming to Dunsinane, then his reaction is a mix of fear and frustration:
Macbeth calls the messenger who told him the news of the Birnham Woods a liar. He then feels fear and sounds the alarm, preparing his men for battle.
This same cycle is represented as each of the prophecies becomes reality, hence the frustration Macbeth feels towards the witches' mystical predictions.