I used to live in Africa, and my dad still does, so whenever i go to visit him, I get reminded of the poverty and inequality that exists between the two halves of our world. Because of this, i do experience this 'guilt', although it doesn't keep me awake at night. It does though cause me to donate money to alieviate my guilt, something which i do fairly often, either through causes like Red Nose Day, or Kiva.org. I also give money to Water Aid once a month. I don't give money to Oxfam, as i think that they aren't particularly effective at helping poverty, as they have grown to have too many overheads, and aren't the most efficient way of tackling the problem.
Schemes like Kiva seem a good way of helping, as you are (via a middle man) giving money directly to people in these countries, who then stimulate their own economy by running their businesses and paying the money back to you (which you can then give to someone else etc). I know all the cons of a system like this (it would be better without the middle man obviously) but this is better than nothing.