How to Say Thankyou Without Feeling Guilty

Some people seem able to ask for help from the people in their lives easily, at least it seems that way from the outside.
How do people ask for help without feeling like we are a pain? How do we know that it might strain our relationships, and how come some people seem to have such confidence when they are asking for help, while others never seem to ask? What if our ealier experiences in life taught us that pushing ourselves to the limit is an admirable thing, and taking the easier route, asking for a break, or for help, is a bit shameful?