I just thought I'd reply to a few things that have been said on this thread...
1. I haven't had much luck playing against computer opponents either. I'd much rather play against real people online (or at a real board if possible). There are several sites where you can do this; I use gameknot.com because it's the first free one that I found.
2. If you feel that the computer is always choosing the right move to counter whatever you're doing, realize that of course it will attempt to do this. You move to attack a piece, it moves to protect that piece or get it out of danger. Anything else would be a blunder. AI opponents never miss something like that, no matter how easy you set their difficulty. They might fall for more advanced combinations and long-term plans, though.
3. Castling alone does not protect your king. It helps protect your king (by placing him behind a pawn wall), and helps develop your pieces faster (especially one of your rooks). However, your opponent will immediately begin to plan how he can attack your king (you should be doing the same), and you have to watch out for that. Is your opponent lining up a queen and a bishop to attack one of the pawns guarding your king? Try advancing a pawn to block the attack. Is he trying to pin a pawn against your king and then move a piece to a square the pawn would otherwise be controlling? Think of a way to counter that. Your pawn structure is very important; those three pawns that are in front of your king when you first castle don't have to remain stationary. Try moving them into a structure where they mutually support each other. This is even more important if your opponent threatens back-rank mate.
4. If your pieces keep getting stuck behind your pawns, it means your pawn structure is weak. This is bad, as pawns are very important in chess. Develop a good pawn structure while you are developing your pieces. You want your pawns to be controlling the center if possible, and mutually guarding each other. Consider pawn chains, in which pawns placed along a diagonal line support each other, with only the rear-most pawn unsupported. Try to avoid "doubling up" pawns on the same file, since two pawns on the same file cannot support each other. When initially moving pawns, move them in ways that will allow you to develop your other pieces, especially bishops and knights. Try the "fianchetto" trick (it's a simple structure involving three pawns and a bishop; if you don't know what it is, look it up online).
5. It helps to pick a particular opening you like and stick with it for a while, until you get used to it. However, don't get stuck on rules; you have to be able to adjust your game as the situation demands.
6. Have a plan. Think about how you can attack your opponent's king, or how to force him to lose material.
7. Try studying chess puzzles, or games played by good players. The site I mentioned earlier (gameknot.com) has some online chess puzzles. Another site, www.chessgames.com, has a new puzzle every day (they start out easy on Monday, then get progressively harder as the week goes on). It's a great site that has a huge database of games; take a look at a few to find out how the masters play the opening, middle, a late game.
8. Don't worry if you don't become great quickly. The masters and grandmasters have devoted their lives to the study of the game - and believe me, it can fill a lifetime! There are more tactics and nuances than anyone can master completely. If you doubt this, look at the comments made on games by some people at chessgames.com. I still don't understand most of what they say.
Most people who play chess play for fun. Only those willing to make it the focus of their lives ever become truly great. I think I'll stick with playing for fun.
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