The expungement process isn't easy, particularly if you are trying to expunge a felony (in most cases expunging a misdemeanor is easier). If you are currently going through this process you should talk to a qualified expungement lawyer - they will be able to give you the best advice considering the facts of your case.
There are a lot of misunderstandings about how expungement works. First of all, these decisions are all made at the state level - it is incorrect to make a blanket statement that you cannot expunge a felony in the US. Some states, such as Utah, allow felonies to be expunged (as long as they do not deal with sexual abuse of minors and are not certain aggravated classes), while Florida is more strict and only allows for expungement when somebody is acquited of a crime.
Why expungements are good
When states don't allow any convictions to be expunged many 1-time offenders are put in positions where they must work lower paying jobs (if they are able to find jobs at all). Most people agree that a single charge such as a DUI from 20 years ago shouldn't affect your ability to find employment today.