Halo Wars

OK...so I officially suck at RTS games. Case in point...Halo Wars. It's literally my FIRST RTS EVER! I've never played any RTS games on PC, so a lot of this is new to me. But, hey, I'm a Halo fan, so I'll try anything. I loved the demo, so I went ahead and bought the game after it came out.

So, does the fact that I can't get past Mission 4 on Heroic, while playing alone (no co-op), after 5 tries convince you that I suck at them?!?! I can get down to under 3 minutes left in the mission and then the last ship is destroyed. It's actually getting kind of frustrating. Am I being too hard on myself? Should I go back to Normal or Easy difficulty and worry about the Heroic/Legendary achievements by playing through on co-op? Should I give up?

I'm looking to the 2o2p community for advice here on these questions, tips for the game, etc. (and someone to help me on co-op, if interested...send me a FR)! HELP!