When you're confounded, you are confused. A confounded student might struggle with one question on a math test for twenty minutes.
If a bird flies into your house through an open window and flaps around in a befuddled panic, it's confounded. A confounded taxi driver might take you in circles around your destination, and a confounded American might find himself unable to communicate with French waiters in Paris. Another, more British way to use the adjective confounded is as a mild oath, to emphasize annoyance: "I can't take any more of your confounded noise!"