I think where many Christians go wrongis by taking Paul's view of Christianity! A pity! Where did all this talk of Jesus being the Son of God come from? Have you heard of the Council of Nicea and what happened there? Are you aware that a majority of the early Christians did not believe Jesus was the 'Son' of God but just a prophet?
Many people, especially Muslims, have asked these questions before. Many Christians do not know very well how to answer them, however. An extremely good resource on what exactly "Son of God" means can be found here. The gist of that article's explanation is that the meaning of the phrase is quite different than the concept of a biological son, which is of course heresy. Rather, Jesus Christ, being one and the same with the Father (again, not biological), is of the closest possible relationship to God the Father.
This is a very confusing topic, I admit. But to lessen confusion, it is important to remember the concept of the Trinity - a tri-unity - to which an analogy may be in order. Think of a candle burning. You see its light, taking up the entirety of the flame. It is not one-third light, but all light. In addition, you see its form, taking up the entirety. 100% form. Thirdly, you feel its heat, emanating from 100% of the flame. In the same way, each Person of the Trinity is fully God, and God is fully the Trinity.