Troy is a wise man, you should take heed of his advise.
In the player data click the AI button and once you have the AI list and you've chosen one, click it once, and click the load or open (can't remember which it is) button. If you double click the AI it will not load and it will mess things up. Also, I think you have to play on at least moderate or higher for the AI to do it's thing. You'd best be served by reading the FAQ and other articles contained in the Design Library. It is an excellent source of information. Once you have the basics, and are still stuck, feel free to post more questions as I or someone else I am sure will help. Good luck!