Never say "the newest version" -- that statement is almost always going to be wrong
Name the version. RC3? Devel?
1. I don't even know what operating system you're running on, let alone the release, let alone your game's console output. Can't help you.
2a. "The old UFO" -- what version do you mean?
2b. I win all the time at medium difficulty. I usually lose a few soldiers, but hey. Are you...
2b-1: ...giving your people a full range of weapons?
2b-2: ...giving your people armor, where you can?
2b-3: ...letting the aliens come to you instead of feeling that you have to rush to them all-out every mission?
2b-4: ...crouching before you fire, standing before you move?
2b-5: ...enabling autofire and using it responsibly (i.e., directions that aliens may approach from that won't cause friendly fire)?
2b-6: ...not being afraid to rush an alien if it will save your life, but estimating how much damage you're doing to them to make sure you'll be able to finish them off?
2b-7: ...providing the aliens with "bait" -- targets that they'll think they can hit, but in reality will probably miss at?
2b-8: ...withdrawing weakened people to safer areas?
2b-9: ...handling tough situations by guarding easy-to-hold areas, and spending your turns only ducking out to take potshots and reenabling autofire?
2b-10: ...keeping your people far enough apart, where possible, that an alien can't take out multiple people with a single attack?
2c: Are you playing the campaign or individual missions? Some of the initial campaign levels, most of the aliens may have little more than kerrblades. Look at what they're using.