Apart from mr insomniacs explanation you should know that the game is skewered in such a way that you simply must never be out of cover. ME rambo tactics don't work, since enemies never miss and Shepard has very little health. So you have to play it sitting in cover and shooting at anything that pops up, in short bursts because as soon as you start shooting everyone will target you since you've partially come out of cover. Only go for head-shots, everything else is a waste of ammo. Flanking enemies have priority as targets since it can be a real problem hitting them efficiently when they're close, a problem they don't have and will happily empty their clips on you. Changing cover in the middle of combat is often suicide, because you can't really move around without being shredded.
When the veins pop up on screen, hide behind cover immediately.
*points at NumberMan's Vanguard youtube link*