Assuming part of your problem is related to supply, you may want to visit the
Wiki Logistics Page. It is a lot to take in at first, but it is accurate information. I recommend reading over the information first, even skipping over detailed information like numbers and formulas, so you can get an idea of how supply moves. The detail stuff you can go back to, once you feel you understand the general rules of supply.
Like Shaka of Carthage said above, finding the Supply Map and learning how to interpret the information it provides will reduce a lot of frustration. The map shows the results of the numbers and formulas above. It will show you how much supply is arriving in a supply zone and how much supply your military is consuming there. When you hover your mouse over a supply area, it will present arrows that show you the direction supply is moving to get to that area.
There is even more to discuss, but it will not make much sense until you learn that supply map and get a general idea of how supply moves.
If you have any other issues, these forums are a great place to ask for help. If you add screen shots, or even a saved game, you will be surprised at the level of help you can receive here.