Well, that's pretty hard, but I can give you an idea:
Move with the fellowship as fast as you can to the Elves and the Dwarfs (Ered Lindon is possible) so that they will be able to "produce" some units. Well then, split Aragorn and Gandalf from the Fellowship and try to attack Moria and Gundadberg (or Angmar). These two fortresses aren't defended so good. Just sacrifice Gondor, Rohan and Lothlorien, maybe put some units in there and let the opponent siege your fortresses. This lasts long and takes many reserves from the Shadow. Don't move with the fellowship, just concentrate on the North to win, cus' you just need to catch Moria and Gundadberg. I haven't found anything else, playing the game a lot of times. It's impossible to hold both ROhan and Gondor, cus' Mordor is to near and there are to many troops over there. Forget it.
Also, use your fellowship just to split also the others up, later. Gimli and Legolas are both pretty useful as Commanders.
Hope that will help you next time.
Witchkingx5