Elias is absolutely right, consulting is not for everyone - nothing wrong with this btw, some of the most successful founders probably would never have made good consultants, yet many of us former-MBB would "die" to work for their companies today.
Vlad also brings up a good set of ideas of how to get better. If consulting is really what you want (and there's a modicum of a fit), you can find a way: I coached and mentored a student from my alma mater for 4 years and guided him through the process. He didn't have the background or "talent" at the time, and couldn't even get an interview. What he had were motivation and dedication. Through hard work, his profile improved, his skills shot up... and he is now a BCG consultant.
Last but not least, I'll also point out that it sometimes pays to hire a coach. Yes, Elias, Vlad and I (and many others here) have an obvious conflict of interest - but we believe in the value we bring, and I think results speak for themselves. When I first applied, I worked like a mad man but never made any progress; once I started seeking help from the right people, I figured out what was required and eventually joined MBB. Needless to say, the investment was well worth it!