Personally, I like to use a collapsing set-up in front of my net. This keeps your guys nice and close in whenever they try to sneak a pass behind you. Be careful of guys hanging out by the sides of the net, as they can stuff it in pretty easily. Whenever they are possessing it for a long time in your zone, try as hard as you can to keep each man covered. Poke check a lot as well, it's a good safe way to intercept a pass and doesn't put you as out of position as a body check does. If you have a good line and are controlling a hitter, go for the check though, just don't miss the hit as that will put you out of position and lead to an odd man rush by them usually. If you are in front of a shot, dive (it's right button + left button) especially if its from further away and you will usually come away with the puck and at least help stop a scoring chance.
Using your LW and RW to cover the two defensemen as shots from the point can be pretty effective as well. Make sure your center is back helping the defensemen, as that's his job as well as offense. If you are getting a lot of pressure close in, bring in your wing as well to help out. The more of a crowd you have back there the tougher it will be for them to make those fatal cross net passes.
Another good way to keep them off of you is to not let them into your zone. Whenever they are approaching your blue line, try to stay right around the line and cut off the pass to anybody, if executed right this should force them to dump the puck into your zone, which hopefully will give you possession.
Really the key to the game is possessing the puck, on offense and defense. Don't always go for your first shot on offense unless you have a nice clear lane. Get all of your guys set up in the zone and then pass it around. Shoot some from the point with your defenders and try to go for deflections, and make safe passes across the net (computer defense is good at intercepting these though).
THis game takes a lot of time to get the hang of, but if you really work on holding onto the puck as much as you can you will have better results.
The AI in this game is pretty tough, and it definitely takes some getting used to, and this is coming from somebody who played 09 to death.