My suggestions: play on easy the first time, and don't worry too much.  Go read the forums, and if I ever decide to install it again, I might post some strategy.  As it is, I'd rather learn how to make a game with Game Maker, or watch replays of TA, even replays of StarCraft.

The is the data beta patch(1.2beta) and is a necessity
MoO3 patch: here.
1.25 patch here.
To make the movies run smooth  unzip this file, and copy the dll into for MoO3 directory.  It should replace an existing file.
binkw32.zip here.
Timushack's visual basic macro. Runs in Excel as a macro.  This program is really cool.  It gives you graphs of many ratio's versus distance with several weapons.  This is a must have.  Sometime I am going to post some graphs that I have done, for examples.  This file is about 100K, so if you have a 56K modem that runs at 26K, so you can download at 3KB/s, then it will take you ~40 seconds to download.  
Moo3 Weapon Analyzer