Don't get upset about a deer walking away without getting or taking a shot - you are bowhunting after all and that is normal - enjoy the experience. And don't go wishing that you had a gun, instead wish for another chance another day. It's the ones that get away that you'll remember best (character builders, lol).
Practice at 40yds so you can kill comfortably at 20yds - part of the thrill of bowhunting comes with being able to get it done at close range.
-fsh