Macro vs. Micro... and Priorities

For a long time I've struggled with how to help people. I blame my parents for instilling this social awareness in me that causes me to recognize my blessings and to want to use the fact that I have to help those that don't. (I understand that this is not a bad thing and don't actually blame them.) My struggle has always been wanting to save the everyone/the world, but feeling overwhelmed by all of the different issues that need help. I'm involved in a tutoring/mentoring program downtown and have always thought of that as the way I was changing the world on a micro-level. If I start volunteering with an international group, am I then trying to change the world on a macro-level? Or do I need to work on lobbying/getting involved in the political process? And how do you even pick/decide where to volunteer? It's like how when there are too many options, I freeze up and can't even pick one.