What do you have your CPU difficulty set at? Lower it to "0". With that increased, it gives the CPU an advantage. Put the shot sliders in your favor by 1 click.
Also, try playing position lock (at the lineup screen before the game starts). Position lock will help you focus on one player while the CPU controls your other teammates. This will help you get used to the controls...practice shooting during gameplay, etc. It will help you get "adjusted" to higher levels as well. Once you master it, then go back to full control of all players.
Most of all, just play good defense. Don't play pee wee bee hive hockey. In other words, don't run all over the ice trying to get the puck. Stay in position and be patient. As the AI does to you, LEARN the CPU's moves.