Headers - I can do headers but find it hard to get in position early. When there is a goal kick i can't seem to move to the ball, the computer seems to contol my player too much.
Shooting - My shots always seem to go too high, how do you keep them low ?
The main problem for me is moving to a high cross or goal kick though, the player moves to where the ball is going and doesn't seem to let me adjust so i seem to lose most headers.
If so, I'm playing on level 5 now and the problem I had was headers. Owen was winning headers standing behind Stam, a ball was coming to van Nistelrooy at chest height and Campbell seemd to header the ball through him
If you press R2 you can move the player and repeatably pressing  will make your player jostle for position.
On level 5, one of the primary ways for them to make it harder is that it is made so much more difficult to win contested headers - even to the point where it isn't a fair representation of what should happen - sometimes, even pressing R2, your player won't move.
I've also noticed that with through balls, your player will not start sprinting until he gets the ball - it's not even a case of him slowing down to get control of it because he will almost walk until he has the thing.
And for shooting - don't press the button so long - also try pushing the D button away from the goal.
For the shooting-problem you can also watch the tutorials in the practice-mode (under 'controls').