I don't think the problem lies with the opening. You seemed to do pretty well and had a piece advantage for most of the game but you couldn't convert it. I'd say take a look at your endgame; you dropped pawns like the plague!
I think there are some good endgame videos on chess.com and possibly on youtube :) or alternatively, check out some Karpov games - he's great at minimizing opponent's counterplay and keeping everything secure in the endgame.
Then again, you're rated higher than I, so what do I know? :P That was just the impression I got from your game example. I imagine others may have some more insightful advice... I certainly hope so!
No luck with the Petroff today, one of the best defenses against 1.e4.
My opponents will not cooperate and play 3.Nxe5. Mostly, I am seeing a transposition into the Four Knights. In this game, my opponent transposed the Petroff into the Italian, which I didn't consider.
After running this game through Fritz, it looks like I could have played 3...Nxe4, after 1.e4 e5 2.Nf3 Nf6 3.Bc4. I'm not sure if that is a smart move. What do you think? Game Explorer calls White's opening C42: Russian Game: Urusov Gambit
Is it a true gambit? Does White give up a pawn for compensation?
I lost four consecutive games to my opponent below. Time control was 15 0. I'm not sure if ChessCube has custom settings, because I really need 15 10, especially in games like this one, where I had the win in a few moves, but ran out of time.