I started playing the Colle system as white about 3 months ago. I have played 9 league games with it and lost every one! The sequence of moves that cause me the most problems is 1.d4 d5 2.Nf3 Nf6 (note that black already has two units hitting the vital e4 square) 3.e3 Bf5 4.Bd3 Ne4. This might well be a bad move by black, but I have no idea how to play against it. Trying to dislodge the knight with f2-f3 would entail me having to move my f3-knight again and the pawn move would weaken my kingside.The only plan I use at the moment is to play Nbd2, c3 and Qc2 to force black to exchange. But that gets rid of my important d3-bishop and stymies any notion of continuing with a king-side attack.
It would be easier to answer would you show us some of your games where you tried the f3-plan.
5.Ne5 or 5.0-0 aiming for a quick f2-f3 indeed make sense. However, I would argue that the most logical answer is to quit your Colle schemes (after all, Black has a strong grip on e4...) and switch to 5.c4 (or 5.0-0 first, followed by 6.c4)
After 4...Ne4 Black has played twice the same piece and reduced his control of d5. The early development of Bc8 has also left b7 unprotected, which may become a target to a later attack by Qb3.
After the approximative line 5.c4 e6 6.Nc3 (6.Qb3!?, 6.Qc2!?, 6.0-0) c6 7.Qc2 Black cannot maintain his e4-outpost:
7...Nxc3 8.Bxf5 exf5 9.bxc3 and Black center will collapse to a later cxd5 and c3-c4.
7...Nd6 might be best but Black has lost some time. You can try to exploit this by giving a pawn with 8.Bxf5 Nxf5 9.0-0 followed by e3-e4, or play more conservatively with 8.b3. White must be slightly better.
Bf5 disrupts your plan to play Bd3 and eventually push e4, but it comes at some cost. The b7 square is no longer protected and black's bishop has left the queenside, so that's a good place to focus your attention. You should abandon your c3 plan and play c4 followed by Qb3 and work on the queenside.
Black is essentially playing a reverse London system, and a good plan against that system is to do exactly what I'm suggesting here, but here you're a move up.
Chess is a concrete game and a good player must be flexible. Black has pre-empted your original plan, but all moves leave a weakness somewhere and you should always look to see if it's something you can exploit.
Stubbornly sticking to a plan that has already been countered will lead to the sort of frustration and poor results that you say you've been experiencing. Instead use it as an opportunity. He's taken something away, but what has he given you in return?
Consider the analogy of an army with the task of seizing a castle. You have a plan of storming the front gate. When you arrive at the castle, however, you see that they have relocated most of their defenders to shore up the front. Would you just shrug your shoulders and continue with your plan, or would you think "If they've increased their presence here then the other side of the castle must be weak, so maybe I should change my plan and attack there instead."?