Another Catalan expression that I like is anar per llana i tornar esquilat: "to go get wool and come back shorn".
It means when you try to do something in your benefit but it backfires. For example:
I went to the exam revision hoping the professor would raise my grade, but he realised he had counted as right an answer that was wrong. I went to get wool and came back shorn.
Photo by cotaro70s on Flickr.