++ [ originally posted by Stuart ] ++
TBH I'm not too surprised that you are conceding a lot of goals now that I look at your formation. It doesn't matter how good your defenders are, if you play a back three with no defensive midfielders or wing backs you are going to be vulnerable at the back, especially towards the end of matches when your players are getting tired. There's a reason why teams don't play that type of formation in real life.
If you want to stick with a back three and those particular players then I would make these changes: Give the outside centre backs arrows to the right and left full back positions respectively. You have Heitinga, de Jong and Felipe in your team and they can all play wider if necessary so that shouldn't be a problem. This should help in the picking up of opposition wide players. Drop both Vieira and Palombo back to defensive midfield. Give them quite a low mentality with not a lot of attacking instructions. If things go as I hope, they will cover the spaces left by the outside centre backs when they go wider. What mentality do you currently have Vieira, Palombo, Ronaldo, Reyes and Ronaldinho on? I would pull Ronaldo, Reyes and Ronaldinho back to MR, ML and MC respectively with forward arrows to AMR, AML and AMC. Give Ronaldo and Reyes normal mentality (13 or 14) as the forward arrows will ensure that they get forward frequently anyways. Ronaldinho can have attacking (15 or 16) since he has cover behind him.