Computers have to cheat if they're a low level AI. Its too hard to program them to respond to everything, and choose the right tactics, usually with a deadline and new maps and units added regularly. Most of the time a computer player guesses at the resources it has rather than spending what it gathers. If you play on higher difficulties, most cheaper games just make the enemy units tougher, and the enemies richer, and the enemies more agressive: rather than changing the AI to manage its forces better.
There are some notable games with very good AI scripts which don't cheat. Warcraft3 is one, i think.