On NHL 2001, NHL 2002 and maybe NHL 2003 let you set the strategy to auto to make this easier, but the later year ones require you to change this at least every 2 games or so depending on your difficulty settings.
For NHL 2001-08, you do not use auto. You set defensive formation to diamond and the offensive formation needs to be set to something specific also but I forget what it is called. It is one where it puts player to the side of the net and on the opposite side has 3 players, one at the halfwall and one somewhere near the faceoff dot. Then the fifth player sits across the goalie but near the blue line. I can make a drawing if you don't understand what I mean. The effect this has on the CPU player is that they will move the defenders into zone on the heavy side you set in your formation, including the goalie because you always would bring the puck into the zone on the heavy side. So this means you can get easy one timers from the guy you put on the weak side near the net.
About NHL 08 and most of the other ones I've played in the mid 2000's on PS2
I think your talking about the "Behind the Net" Offensive line strategy, the Diamond, "Passive Box" and "Large Box" strategy is for your defense when you gotten a penalty and are short handed a player or two. "Penalty Kill"
However the "Behind The Net" Strategy is only working when both you and your opponent team has 5 players on the ice,
"when the other team gets a penalty" "Powerplay" that is what the "Shooting" the "Umbrella" and the "Overload" Offensives Strategy comes into play
"quick plays make this even more complicated"
on "Quick Plays" Most times you need to go with "Conservative" or "Defend lead" on your offence, and "Contain Puck" or "Protect Net" on your "Defensive" quick play strategy
I would recommend playing NHL 08 and experiment with the following, while the "Behind the Net" offensive strategy is good, I found that the "Crash The Net" offensive line strategy works for me most of the time. you should use a mixed line of strategy, Also sometime a different strategy for each of the 4 player line/player shift will work good too.
But if your current strategy lets you win every time then you don't need to change your gameplay but I just experiment sometimes and 99% of the time I win big against the CPU. I try to change the Strategy every 1-3 season games, because I start losing if I use the same combination of strategy all the time
I could talk all day on this but I am going make this short also depends on which team you pick and how good your players are too