Practice, practice, practice! My advice:
Try playing around in the practice mode. Try different shots, skating, etc.
During the game, tweak your sliders. Lower your AI Learning slider and decrease the CPU Goalie Reaction slider. Also, start by lowering the CPU Aggression slider. Those should help get you started. Just practice on those until you get good, then increase each slider a notch. After awhile, you'll be saying the game is too easy!