Software Engineering in low-resourced countries is just gaining momentum. A considerable number of students enroll for the masters program at Makerere University in hope of achieving the successful promises that come with undertaking studies in software engineering. However, many find themselves not completing studies, especially during the research year. Based on interviews with 10 of the 24 students opting for software engineering, and at different stages of research, this paper presents challenges that graduate students face while undertaking software engineering research. We find challenges relating to the technical aspects of the research being conducted as well as administrative concerns. We conclude by highlighting the need for funding and improved domain support.