well i know your problem and the only thing you can do is put up with it, because the AI isn't the best in PES 6; ive noticed that even when the computer is clear on goal, it decides to go wide and cross it, when no one is in the box. and yeah the AI does seem to get away with it more, but what you need to do is observe. see what they do, and try and imitate it, and you should be OK. you cant just get by with passing, crossing and shooting, you need to learn some little close control as well to get past defenders. obviously if your gonna try and go around a defender you wont be able to (not in Top Player anyway) but if you could it wouldnt be a challenge would it? try the easiest difficulty and you can run around defenders no problem, only thing is they hardly ever move! so my advice would be to just keep going, you will get better eventually, and try and practice some of the things the computer does in Free Training. its helped me a lot.
also if you can go online and play real people. after about 10 matches (doesn't matter if you lose all of them) come back and play the computer again, you should see a massive improvement.
one more thing. you may not do this, but keep it in mind. never use one player to go past everyone, because its too much trouble than its worth. learn to use pass every time, and only go for it when your sure it will work. also, dont randomly shoot unless you have a clear shot and your player is good enough to score from there; take the option with the better chance, which is passing to another player.
ONE MORE THING!! in defence, DONT RUN AT THE PLAYER WITH THE BALL. do not do that, because the guy will just pass you and leave you for dead. instead, let go of the X button (or whatever button you use to auto run at the ball in defence) and match the attackers run, especially on the wings. you should be able to understand when they will dummy it. easiest thing is to only sprint when they do, just keep blocking their way, dont try and run at them, just block, but not at a distance, about a few feet away. they will probably pass and even if the pass is successful, the danger is usually gone.