The Line Between Confidence and Cockiness

So, as many of you know, I've been in the midst of a career search since graduating from my Master's program. I got a call this morning in regards to a job I applied for. The call was a little unexpected (I only applied via the web a day and a half ago) and I am just getting organized again (after moving followed two weeks later by a month of vacation) to be prepared for interviews. Anyway, I did a million things wrong and in less than 5 minutes (and probably less than 500 words said by me), I managed to kill the interview. The woman on the phone wrapped things up really fast and said "your experience is a little light for what we are looking for." And that was pretty much it. I should have defended myself. I should have tried to ask questions. But the fact is I didn't. Why not? I keep asking myself that question. I don't come across as a super-confident person (worse in phone interviews) because I think there is a fine line between confidence and cockiness. I know too many people that are cocky, boast about themselves, and even embellish their experience. That's not something I'm willing to do, but I suppose that's at the risk of blowing an interview. I can't even tell you how many times I've been rejected because of my lack of experience. So how the heck is someone supposed to get experience without any experience? It's a never ending battle. So, I went to school and got my Master of International Management degree so that I could be more successful in life. I quit my position as the Assistant Director of Marketing at Portland State in the Athletics Department so that I could be more successful in school. Now I wonder, should I have stayed with the job to the detriment of my grades? I try to live my life with no regrets, so I have to stand behind my decision that leaving was the right choice for me at that time. School was tough enough without the added pressure of working essentially full time. (Although this was a graduate assistantship and I was only required to work 20 hours a week in the office, the actual demands of the job were much more rigorous. After it was all said and done, with events, work I did at home, and office hours, I probably put 40 to 50 hours a week into it.) It became obvious that there weren't enough hours in the week for the job and the full time degree program. Something had to give, and it wasn't going to be my education. I know that the time will come (hopefully soon!) that someone is willing to take a chance on me. Someone will say 'I know you don't have the experience that we would like you to have, but I think you have the potential and are worth the risk.' I know that if someone is willing to take a chance on me, that I can go in there, learn the ropes, apply my skills and education, and knock their socks off. I just need to figure out how to get someone to realize that without sacrificing my integrity and crossing that line from confidence to cockiness. On a side note, the woman who interviewed me did send me her contact information after the call. I think she is a recruiter and interviews on behalf of companies. So, I suppose that she may have seen something in me there...