I find it exceptionally hard to defend against corners taken by computer on World Class difficulty level. If they manage to get a corner, almost every time they end up scoring with header. I've tried to play with teams that have exceptionally good defense with good heading skills, but I still experience problems in defending.
Other aspects of defending your goal are fairly easy even on World Class level. Set your defending tactic to Withdrawal and you can easily shut down most of computer's scoring attempts with midfielders and occasionally even forwards helping your defenders. Computer cannot move ball around effectively when its players are outnumbered in offense situations.

I too had this problem when I began playing on the world class level. However, I have learned how to correct it and can now keep my clean sheet. Firstly, don't let the opponent get the ball. I have had 68% possession in a game and 0% in my penalty area - the key to winning is domination. However, if your opponent gets a corner, it will always send it to the man on the outside of the 18 yard box, in front of the center of the goal. This is usually W or D (depending upon which set piece the computer is using). So, press W and/or D and your men will surround him. Press A as the ball comes in, and your man will send the ball down the field with a nice header.