Yeah you need a pretty new PC to run HoI3 decently. Especially in later games when you get more and more units in the world it goes slower and slower. Alternatively you can get Hearts of Iron 2. It's basically the same game, except you have less provinces in the world. (Again make sure you get the latest version and all add-ons.)
(Do note you can change game speed, playing through peacetime on normal speed is very slow indeed.)
These games are indeed quite complex, but once you know how they work they are a lot of fun. Play the tutorials in the game first, then try a small country that's in a safe place. (Neutral Portugal should be fine.) Try and see how the basics work. Then you'll need the wikis.
http://www.paradoxian.org/hoi3wiki/Main_Pagehttp://www.paradoxian.org/hoi2wiki/index.php/Main_PageTry and read every guide on the wiki, it's a lot, but it's really really helpful.
Then try a game as one of the large countries. I'd advice either the USSR or Germany, as you won't have to bother with naval warfare. (Building ships requires a lot of industrial capacity and you can lose them very quickly, so if you don't know what you're doing you can lose a lot of power very suddenly.) The USSR is easier, you have more time before war starts, you have only one front and you can win by simply throwing in more units. As Germany on the other hand you progress is guided a lot. You get events to help you along (especially in HoI2). Still, winning battles requires you apply blitzkrieg tactics, which is something you have to figure out too.
Torenico:
Why don't you use your troops at the coast to break through to the north east and surround the allied troops around Zagreb? Seems to me, taking the coast will put you in a position you cannot possibly hold.