I think you're talking about the first one. The first one starts out with the little guy swimming to the surface. If I remember correctly, you had to run away from that bear-like creature, swing on the vine, then go back to where the creature was and then at the last second, the creature is shot by someone in the distance. That's when you meet the aliens. The second game takes place at the same time as the first one, except you actually play an alien. There are some parts where you intermingle with the Earthling from the first game. Is this bringing back some memories?
Anyway, both were very fun and both were included on the same Sega CD. At least mine was. I'd have to say that that CD was my favorite Sega CD (well, maybe except for Lunar) because it had 2 awesome games on it.
As for the game being hard. I was able to finish both games within a couple days. Of course, back then I was REALLY into game playing. The only thing I didn't like about the second game was that one of the main characters dies at the end.