The main reason behind the power gauge flying up when pressing the shoot button, is often down to the player possibly being off-balance or if he's awkwardly positioned e.g. the ball lands at his feet quickly etc.
As for the CPU scoring when you're in the lead, it's been quite well documented that the PES CPU have some form of cheat within them to screw over the human player in an attempt to make the game seem more difficult. However when offering tips, I'd just suggest staying on your feet as much as possible unless you're 110% certain of winning the ball with a slide tackle. Always close down the opponent too if they're on the edge of the box, and squeeze any gaps your defence may leave. If you know the CPU has an excellent striker, then possibly get your best, but closest defender to mark him.