I pretty much suck too at pes 2009, at times i just don't know what to do too improve myself. I tend to like passing the ball about in midfield, but then allways lose possesion and find myself chasing the ball, which ends with me giving goals away.
I wish i could find a decent formation that enables my players to get forward when in possesion, and get back when i lose possesion.
While 1 touch passing is a factor in the game try using the R2 button to trap the ball occasionally, wait for a player to move into space then pass, if you're closed down just turn around and the player closing down hits your back. Also learn to switch the play from side to side, you'll find you have a bit longer to pass the ball. Another option is to pass from the midfield out to your winger with a 1-2 and as the winger passes it back tap the R1 button to start him on a run, then play an overhead through ball to him. The flanks are your friend and in those situations even if you lose possession they'll only have the ball beside their goal area, which is a great place to close them down and force a throw-in.
As for your players moving forwards and then tracking back have a play around with the tactics pre game, alter the formations a bit and see what works, even if it looks stupid it might work for you.