Let's say you have a progression -
G, C, D, C, F, Dm
(I don't know if this would sound good or not. It's just to illustrate a concept)
What scale do you think you would play over that? G major? . . . but what about the F in F and Dm? Is this where modes come in? . . . you betcha. Over the first three chords, you'd be playing a standard old G major scale. But when you come to C, F, Dm the key changes. You'd play G mixolydian to compensate for the F note.
I think one of your main problems is the music you're listening to. All that old hair metal stuff is usually just in G, A, or D, and it hardly ever changes keys. You need to break out of the 80's hairdo GnR stuff and start listening to some newer music. Start listening to some jazz, some fusion, some heavier/more technical metal, some non-mainstream bands.
The point is that you're not going to see a lot of examples of modes and key changes in your type of music, so it's time to branch out. It's gunna be painful (it was for me), but it's worth it. These days I can hardly stand listening to that 80's hair stuff anymore, cause it sounds so ridiculous.