I'm currently enrolled in payflex has which doesn't roll over and constantly asks me for eobs to prove that my expenses are tax deductible. My mom told me that you can open up a HSA with your bank. What's the difference?
Payflex is an FSA (flexible spending account) administrator. These types of accounts have been around for quite a while and are characterized by letting you spend pre-tax dollars on qualified health care expenses. The downside as you see is that it is a user it or lose it design. With an FSA you provide documentation to the administrator and they then determine the eligibility of the expense, the benefit of that is that you don't need to retain the documentation after you have been paid.
HSA (health savings accounts) are newer and act more like a bank account as they roll from year to year. Like an FSA they enjoy the same pre-tax benefit. However here you administer your own payments so you need to maintain records showing that the reimbursements are qualified (I.e. those EOB statements). The one downside to an HSA is that they can only be used in conjunction with a high deductable health plan (essentially you are self-insuring for the base expenses and the insurance covers big ticket items, hence why the money rolls over as it is allowing years of low expenses to offset years of higher expenses).
The bottom line is since you have an FSA at work you are not eligible for an HSA. If you want an HSA you will need to change to a high deductable health care plan at the next open enrollment period (assuming that your employer offers one).