If your game is way too hard, or maybe too easy, you can change it (usually) by editing your saved files!
Step 1: Getting Started
Go to the little flag, start, whatever, and find my documents.
Step 2: Find your game
Usually the game is in a folder all by itself, or maybe it'll be in "My Games".
It depends on the game. I'm showing you "Age Of Empires III".
Step 3: Open It
...You don't really need help do you?
Step 4: Find your Game
Again, duh. MAKE SURE YOU MAKE A COPY OF THE GAME! SO IF YOU SCREW UP YOU CAN JUST REPLACE THE BAD FILE!
Step 5: Notepad
Open it in notepad. Very straightforward.
Step 6: Find the part you want to change
And type in new stuff