If you don't succeed, jump, jump, and jump again.
Tomb Raider Underworld is basically an adventure platform game. While I love adventure games, I found the narrative in this story a little lacking. Might be due to the fact that I didn't know Lara Croft and the whole background story. While you don't necessarily need to know Lara's background, it helps in terms of getting to know the character and hence the game.
While I enjoyed the puzzle solving and exploration aspects of the game which was unfortunately very limited, what I found somewhat frustrating was the platform part. I have little patience for jumping and landing and falling over and over again. Some people call it challenging -- I call it frustrating when I can't advance because I can't time a somersault onto a ledge.
It's an otherwise short game. Not worth full price. Bioshock and Uncharted are contemporary games that are immersive and more rounded in its presentation and gameplay. This would be a game to polish off for lack of anything better in your library or rental list.