You should have a saved game named something like Name_of_the_Last_Scenario_won.acg (I think I got that right). You can reload that game and start this map again on easy, which will enable you to bring over more heroes/units.
It sounds like you are playing from the elf position...
Accept peace and alliance offers if you are given them. As the keepers your possible peace and alliances are with humans and highmen. If you can keep those up and focus on more deserving enemies at the beginning, this will help.
If you have to use the teleporters you find in your land to get to the other side and raze them to stop people coming over and attacking you, do so. The AI is WAY more likely to use teleporters than boats.
One thing that helps to know is who are the weakest empires on that map, and this is definitely the undead and the dark elves. In fact most people find it frustrating because the humans almost always kill off the undead within a few turns.
Unfortunately, to get to the dark elves you have to fight your way past what is usually the edge of the human empire... if you go directly south, and then cross the river on the last (most southerly) bridge to the west, you will find the dark elves down there. It should be easiest for you to take them out. The undead are located almost directly west of you from the elf position.
Explore the crypts and monster lairs all around, there are loads (I think too many) of powerful items in them.
The humans probably have the most armies and land and are the most difficult to conquer. I usually save them for last.
I hope this helps a little...