When I first started playing on WE9, I found it harder than I expected to be honest mate. The only real thing you can do is keep on practising, it will soon pay off. Practise, through balls, 1-2 passes, long range shooting, 1 on 1's and switching play as all these can be very helpful when playing the Comp. Also try and use the wings as often as possible unless the opposition has world class full backs.
What do you start with on ML, all default players ? If so I would suggest to 'Create Original Team' as its more customised I think. You get to make the club really feel like your own, plus you can start with some players of your choice. I'd strongly recommend Joe Cole, Rooney, Farfan and Perea with Isaksson in goal.
Your right here too mate, the Comp certainly gets the advantage more often than not when it comes to more than fouls. They seem to get throw-ins which are clearly yours and regularly get soft free kicks. However I wouldn't complain too much as I used to do the same but I realised I was getting a lot of weak penalties so it kind of evens it up.
If you need anymore help (in depth) just ask again.