Defending FKs

My team, basically, are conceding a lot of stupid goals, because they just left key players unmarked. I have my 3 defenders and my defensive midfielder settled up to marking a man (nr. 5, 23, 29, 8), but they don't do it, as you can see in the pic below.

I think, that I don't need to explain what happened further in that FK, and that is just a very quick example, of something that happens quite often, and I can't even prevent.

After all the transfer bugs, match engine problems, this, I'll just wait for FM'12 (maybe), can't play like this.