There's multiple ways, IMHO, that you could use to express the same meaning in Hindi/Urdu:
1) हम एक समस्या में फंस गए हैं. You could also use मुसीबत here, instead of समस्या, but that often refers to "trouble" rather than "problem".
2) हम एक समस्या में अटक गए हैं.
3) एक/कुछ समस्या आ गई है (literally means "a/some problem has appeared").
There might be better ways to achieve the same meaning; I am sure other contributors will enlighten us.