If you're looking for a magic number, I remember reading somewhere that it's $70k. Anything over that and your happiness doesn't increase significantly, so making $70k brings you the same level of happiness as the guy making $300k.

But yeah, it's a common problem. The more you make, the more you worry. I remember reading an explanation for that somewhere too, but don't remember what it said. It did have something to do with how the richer you are the more you worry about keeping that money (maybe because you realize now just how easy it is to spend it, now that you have a lot?)