If you're scoring way too much on through balls, like mentioned, I would bump up the difficulty. To score from >= 18 yrds. I find it fairly easy to score by coming over the top (just enough to get your momentum going towards the opposite post) and finesse shooting it to the far post, once you get the hang of it you can rip shots that hook into the upper back 90 with ease if given enough space.
Some examples:
EA SPORTS™ Football World - BAYERN MÃœNCHEN - VFB STUTTGART 1 - 0
EA SPORTS™ Football World - LEVERKUSEN - BAYERN MÃœNCHEN 0 - 1