If you want to play against Athena--the AI--you really need to be using the Allies Request Table liberally, found behind the <TAB> key. Look here for a description: Allies Request Table?
Beyond that, if you are simply looking for a really good game, I would suggest looking for one or more PBEM players. Nothing matches the excitement of playing against a human player who might make mistakes the AI never will, or think up unorthodox tactics and strategies. From my experience, it's a sure way to keep you on the edge of your seat