LaithArkham: I never tried playing a melee rogue in the first game, but maybe that's the problem? That class was meant to be built around ranged physical combat + some magic.
Even then, the class meant for melee combat, the Warrior, still had the hardest time with Diablo anyway I think. It might be the fact that you're trying to do melee in the first place.
This.
Even if I have not finished the game, my longest run was with the warrior. It was easy at first, but when more powerful foes began to appear, I quit. On the other hand, the rogue (the character I played most) even if had a harder time at first (the Butcher took my sweet time to beat), succeded much easier in harder quests.
So, I would say that the main problem is your character, because if a pure warrior has a hard time, a weak rogue is a much more difficult character to melee with.