Another thing to keep in mind on the higher skill levels is to make sure you keep your CB's firmly in their designated position. Don't manually run them out in an effort to steal the ball. The CPU can be pretty ruthless at converting its chances, so keep them in their to head out crosses and such. My experience on professional is that the CPU is going to convert on average at least 50% of the shots you let it take, so diligent defending is key, especially till you get a better handle on the attacking side of things.
In that same logic, the CPU can't score when it doesn't have the ball, so don't be ashamed to just pass it around sometimes, holding possession until something opens up. 1-2 passes are your friend when it comes to creating space, and work on mastering the art of the fake shot/fake cross to get a clearer sight of goal or space to cross. Otherwise, you'll see that the CPU blocks A LOT of your attempts.