We have sent several missions, since 1965. There are always great difficulties.
In the summer of 2002, two Delta II launches sent seperate Rover payloads. It takes six months to complete the journey. Currently, there are two working orbital probes, over Mars, and the MER mission its on its way.
Kevin Watson, at JPL, has provided a link for an outstanding video, about MER.
Scroll down, use the MER link. I prefer RealPlayer, so R-click MER Movie, Save; and, after MER Desktop icon appears, R-click on icon, Change Properties, Open with RPlayer. Worth the wait.
Also, that video release preceded this one, which has music.
Again, prefering RPlayer, on the Athena site, L-click "High", R-click the Player pop-up screen, choose "Play In RealOne". Better format.
2001 Mars Odyssey, Working; Mars Exploration Rovers, Jan. 2004; Future Smart Lander