Well, I played the original and sucked at it, so I can't even imagine how many times I would get my ass handed to me if I got the expansion.

I can handle the Dawn of War games just fine... however, Company of Heroes? Makes me feel like an inbred retard with a blindfold on. I can barely beat some of the campaign missions on easy, screw normal.

I feel like I'm only playing this damn game one handed. What's worse is that every time I see a squad of Assault Terminators or anything in the Terminator line get eaten alive two seconds after they land on top of Imperial Guardsmen(you know those little annoying bastards with the little red lasers and no powered armor) it just makes scream and yell WTF??!?!?!! at my monitor.

I found that the race you choose to play with determines how difficult the game will be. My first play through the campaign was with the Tau, and it was a cakewalk. My next try was with the Orks, and several territories in I found myself struggling.

Dark Crusade is not balanced well. Necrons are very powerful and Relic didn't release any update for Necrons. Sad thing is in Soulstorm, Necrons are very weak. :D They couldn't make Necrons well. Anyway if you are playing with Space Marines you must achieve your base level 2 quickly. Then you can kill them with your machines.

Do you have Steam? If you do, add me and we'll see... If you don't, well, come on IRC if possible - the best way you can learn to play this game is to have someone to play with, someone to learn from - and since I've finished DC and I play multiplayer as well, you can learn a few things here and there...
And, sice I don't know how to play all races (or if you don't want to play MP), here are some Dark Crusade tactics - build orders and that kind of stuff...
here :D
As for Necrons, no, they're not unbalanced in Dark Crusade, if you know how to counter them (when I was playing imperial guard, I wasn't really having trouble contering even most Flayed one rushes, which is, I think, the ass-ish tactic as Necron out there...)
Edit: Or you could record some of your games and upload replay somewhere, I'd try to tell you what you're doing wrong...

Well I do hope you have patched it. Necrons are.... Too much like Necrons in the unpatched version..
Anyway, what race are you playing with again? Hard to offer advise otherwise..

I am currently playing as the Space Marines because I liked them from the original.
Here's what happens when I play:
Build one scout unit real quick to capture some strat points with the commander.
Build Chapel..
Build another servitor while chapel is getting built.
Once the servitor building the chapel is done I have him build a listening post.
The other one goes to build a power supply
Then I keep piggy backing the nearest strat points (capture, move on to next, send servitor to build L.P)
Keep in mind I'm usually doing this mostly simultaneously.
Here's the kicker though: because of the level 2 base requirements I start getting into fights by the time I have my sortie squad grabbing the 3rd or 4th start point. So by the time I do get a Level 2 base going I'm in full get-the-next-available-marines-the-friggin-hell-out-there mode because I am in danger of being overrun by light infantry. The worst ones I can't stand to fight after the patched version are the freaking Eldar. Their light infantry eats my SPace Marines Assault Marines and there's tons of them while I am trying to squeeze out every possible bit of power to reinforce individual squads and get them some weapons upgrades. The other worst part is nothing seems to faze them (and this is in version 1.20 of the game....).
Necrons were horrible in 1.0 version. They never died at all....I would get them down to nothing and they would pop back up. I know they have a "We'll be back rule" but I thought you only had to kill them twice. Not so in the game; vehicles would keep coming back up all the time to the point where I had to have squads situated in certain choke points to just keep killing them over and over and over and over....I haven't fought any Necrons in the 1.2 version of the game but I am quite sure they will be the same.

The first combat unit you want out before anything else is your commander, after that extra scout squad. He can take on a couple squads on his own and for the points is better then a squad of normal men. I would also use space marine squads with heavy weapons rather then assault marines early on. Once you get an armory up which you should get after the chapel you can give them 2 heavy bolters which are very effective against light infantry. They can then later be upgraded with another 3 heavy weapons depending on who you are facing. My bog standard squad normally has 3 heavy bolters and 2 rocket launchers though. The rockets not only destroy tanks, they throw the enemy infantry into the air tieing them up for a while. On normal difficulty against a single AI opponent you should actually be able to win with nothing more then a commander and 4 squads of fully armed marines.
Edit: I'd like to clarify that I never bothered with the single player campaign so this advise is aimed at skirmish mode VS an AI.

Don't worry too much about power, wait with that. Start with building a chapel and getting some space marines. One squad should be enough to start with.
Also, don't worry too much about getting lots of SPs, remember to actually attack the enemy.
Once you have some honour guards, go straight for the enemy base.
Also......... Dreadnoughts! Don't forget this tool.
Anyway. What I think you're forgetting is SPEED. Or in other words: You're too slow. Too much time spend on things you can always worry about later.
Though don't forget heavy bolters, they can be really useful against infantry.
Hope I'm making sense........ Also, the chaplain, get him. Even better if you get the honour guard chaplain. Should be really useful against the Eldar.
Though try attacking more instead of capturing SPs. Might be the flaw in your strategy. In most of those skirmish games it is not really necessary to get all high in the tech-stuff.
And save the IG stronghold for later. Well made that one.
Oh, and the Necrons are not the same in the patched version. They fixed that.
EDIT: Don't bother with assault marines, not really THAT useful. In my opinion anyway.

I haven't seen the honor guard chaplain just the regular one.
Yeah I love my Dreadnaughts but once they get swarmed by a million Eldars they don't seem to kill them fast enough.
Also, I have a hard time finding the enemy bases because they seem to be coming from two different directions at once at certain times although that could be because they have infantry buildings in places other than their main HQ site.
Another thing, I need to get at least 2 SPs(one main one and one back up) because I need those skulls because of all those invisible units that eat me alive. That commander guy you always start off with never seems to detect them and I thought commander units could see them? Or is it a bug?
They fixed the Necrons? Sweet. Even though I manged to win against them unpatched it was still annoying as hell.
Are the Grey Knights worth a damn?? They seem like an expensive version of the assault marine: sort of useless.
Thanks for listening.

I find that one of the keys to winning the game is to use the honour guard effectively. I always focus on capturing the territories that give me standard infantry units because they can then be used for extra basic firepower, they can be used to capture points so you don't have to waste resources on scouts and I THINK they can be upgraded without an armoury so you can get a heavy bolter or 2 out quickly which can make a major difference early on.
I'm a fan of turrets and always put down at least one to guard any potentially contested strategic point, it forces the enemy to divide their fire between that and the listening post which should also be shooting at them by the time the enemy find it, the combined fire of 2 heavy bolters is normally enough to take down most light infantry without support from your own troops.
On larger maps I always get ambitious with my capturing of the first strategic points, I try to go not for the closest point but the second one out. Its rare for the enemy to get to your units that early in the game and once you capture it and set up a turret to defend it, it's pretty secure angainst anything pre-missile launchers and you can capture the closer strat points on the way back to base.
Capturing the territories that give you special abilities is also a major bonus, I can't remember the name of it but one of them lets you deploy buildings from the start using global requisition points, dropping a chapel and an armoury can rapidly turn the tide of battle from challenge to cakewalk.
As with the original DoW, it's a right tool for the right job game so you have to plan heavy weapon upgrades around the opponents you'll be facing. Ork & eldar are useless against heavy bolters (but always have a missile launcher and a plasma gun on hand for their occasional heavy infantry & vehicles), necrons, marines & chaos marines are perfect targets for plasma and the imperial guard are almost exclusively light infantry and vehicles so a good mix of 3 heavy bolters & 2 missile launchers is my preferred mix. I'm still not sure abought fightning the tau though, I tend to treat them like eldar and I usually win but it ends up being bloody, maybe 2 heavy bolters, 2 plasma guns & a missile launcher would be a good balance. I tend to avoid flamers because even though morale is important, I find killing the enemy breaks their morale almost as fast and results in less units for the enemy. Also snipers can break morale and are more fun to use, especialy since they can infiltrate.
The single biggest advantage in DC is persistant territories, whatever you build on the map (except troops sadly) stays there for any subsequent battles. What I tend to do is quickly and aggressively find the enemy base and wall them up inside. I use assault marines to jump in & bomb every building bar their HQ into small bits of rubble. That way they split their resources between rebuilding & making new troops and can't break through my lines. Whilst they're contained, I set up strongholds in all major strategc areas of the map, troop production facilities at the strongholds, turrets near the best strategic points and mines in all the chokepoints. That way when an enemy attacks, they have to overcome most if not all of those defences before they can start to threaten me and I have a choice of where to build troops from.
I find that assualt marines have their uses, mostly to harass & tie up infantry and then to jump in, toss a melta bomb at a turret or vehicle & jump out again, they need a fair bit of micromanagement but can be very effective when used just right.
I've just thought that I've got no idea if you're talking about the campaign or multiplayer. I never do MP unless its coop so everything I've just said it mostly applicable to single player only.

If you are playing normal, turtling is OK, but never turtle in skirmish :)
Get 3 or 4 LP at start, you need economics running, one of starting BO (build order) in skirmish for not so profesional players is:
2 squads of scouts
1 servitor
first servitor builds barracs, scouts starts running for LP's second servitor builds just one plasma generator after helping build barracs, then two squads of marines and commander and finaly armory to add sergants to your squads. T1 then second generator and start building your army as you want.
And few advices:
Do not reinforce marines from start, you need resources for upgrades (reinforcing 4 marines - 200 res, buying squad of 4 marines - 190 res)
Two servitors shortens build time by 33%, three by 0% so never use more than two to build something
remember BO, barracs, armory , T1, techcult for landspeeders, then building for librarians, T2, rellay and deepstrike terminator marines in enemy base :)
Landspeeder is good anti-infantry defence from start and mobile instead of turret
Servitors can repair vehicles
Heavy bolters have hi-damage but need deployement time
Plasma is not as strong as HB, but you can shoot while moving
Assault marines are good for harrasing not for real fight, use them to capture points or to distract enemy.
NEVER upgrade dreadnought weapon, he is closecombat battlegod, proud nearly dead space marine fighting for emperor, if you upgrade his arms with weapon you half his CQC damage
If you get to tech 3 make good use of orbital relay, deepstriking can change outcome of battle
Terminator marines are great for defence especialy with heavy cannons, assault terminators are great to attack, they are DoW strongest and best armored infantry proud of beeing emperors best of the best, their hammers can STUN enemy.
Use terrain covers
Predator is good against infantry with basic weapons, if you upgrade them, he is anti-armor monster great in destroing vehicles and building but will have problems with infantry
Landspeeders are better than turrets, you can move them and they have jumpjets.
Get sergants to your squads ASAP they double strenght of your squads and have rally, there is nothing better than restoring your squad from 0 to full by one click.
Armory - plasma pistols, bionics, target finders are most important
Landraider is beast, use him as arrowhead of your attack (and dont forget to put some units inside and unload them in middle of enemy base)
Skulls are detectors and can be attached to squads, but librarians are detectors too :)
Comander units are beasts in battle, but chaplain is real monster, he have special move to kill demons, it is nice to see chaos comander changing to demons and your chaplain jumping on his neck and killing im in few seconds.
Do not create jack-of-all-trade squads, instead make specialized squads, for example heavy bolter have great range so marines w/o HB will stand still and look on their brother in arms shooting.
Tau empire is good at shooting and have great firing range, just change your marines to meele and show them emperors will supported by other marines with heavy bolters. HB are as good as plasma there. HB for defensive purposes, plasma for attack mainly, but it is not important which one you use, i prefer plasma because of HB deployement time. Bevare of XV15 and entrenched broadsides. Tau is really weak in CQC
Eldars have light infantry so bolters are great, and eldars are weak in CQC, but they can cloak their buildings, have skull or two ready.
Imperial guard (IG) is good at defence, their troops are cannonfodder, but they have tons of them, hold them in CQC with some units while HB makes shit of them. Bevare of basilisk, it can really dangerous. Baneblade can be easily defeated by assault terminators which hold it in stun.
Greenies are shredded by HB quite well, if they do not deploy heavy armored nobz :) They strenght is in numbers, more units - more technology, more waaagh banners - more units. They need population to upgrade technologies.
Chaos - plasma gets thru their heavy armor nicely. Chaos is better in CQC than you, remember it. Chaos lord WILL kill your comander in one on one combat.
Necrons - plasma, HB, anything, i do not like them, and I am not good at defeating them, so I cannot serve there.
if you want you can find me on steam by name of Moonfearus

All right, moonfear pretty much said it. A few observations of my own, as compared to him - I'd try both and just use what suits you best :D
What did he mean by 'T1' and so on?
Basically, it means Tiers, upgrades to your ... main building (how the heck is it called? The building you start with...)... It's more complicated than that, but let's say it's state of developement of your base
Against computer(and usually against human as well) it's usually best to build commander first - but that's only for skirmish
And few advices:
I wouldn't say so - plasma is the best frontal weapon against HEAVY infatry you can get, only real disadvantage against heavy bolters is it's range - seriously, try a few SMs fully equipped with plasma rifles and you'll see hell break loose... And, races with common heavy infatry: Space marines, Chaos, Necrons and maybe Tau, not sure about that one though
It's like... 25% on every hit of every member of squad? Fun to see Bloodluster unable to make a single move :D
TO ME MY BROTHERS! ... ehm
Plasma, plasma and once again, plasma! They are not so good after being split in two. Vehicles are great against Necrons as well, but I'd go for preadators - annihilator (the one with all weapons upgraded) for taking down buildings - I've noticed Necrons are not so great in taking down infatry later on, so attack leaded by termies and bunch of space marines with plasma rifles, covered by Preadators to destroy buildings and counter vehicles is all you need
EDIT: Oh, by the way: If you want to counter chaos demonic units or Eldar's Avatar, best suited for the job are Force Commander and Grey Knights (no, not chaplain - I was trying it with my friend once... Chaplain didn't do pretty much anything to my avatar, Commander nearly killed it)
EDIT2: Oh, and the last thing (I hope :D): Chaplain's best attached to a squad of shooting units, he gain units around him a HUGE increase in regeneration rate, thus increasing durability of all squads around him - best combined with apho... Err... Dunno how you spell it, the guy in white built in sacred artifact :D Chaplain's and that guy's auras will combine together. Oh, and always attach Commander to Grey Knight squad - they'll run a wee bit slower, but you'll get a morale-free Commander
EDIT3: Err... Yeah, last one, I promise. I had the same proble as you did, JudasIscariot, on big maps when I played firs - my advice is, keep spreading, scout out enemy base ASAP and destroy it - really, as soon as possible, or computer will keep spreading around the map until it'll have ridiculous ammounts of resources... You can counter it by doing the same or just shooting the hell out of them :D