I'm a new player and have had problems with the difficulty as well.
I think the best advice I've read on this thread is to play with the quick battle system. Scenarios and campaigns are generally made by experienced players for experienced players, and can be brutal for the newbie. Even if you don't want to pick both sides yourself, you can still adjust the force levels to give yourself an advantage - an extra 70% or so point advantage helps a lot!
Things I've learnt so far - there is better, more comprehensive advice upthread, but this is stuff I've learnt the hard way in the last c