I have the first dot hack game ( i believe there are 3). and I am at the part where you're supposed to fight the thing. the monster thing that is chasing the girl around the whole game and I dont know how to beat him.

Is he just really hard?
or is there something I'm missing?

You mean .hack//infection and Skeith. You want to level up to 30, Blackrose and Gardenia as your party and bring lots of Mages Souls, Health Drinks, and Revives. Try and find "Master Blades" for Kite and find lots of high level weapons and armor for your party members. You should get through it with ease and good luck!

i was level 36 but anyway.....try to bring around 30 healing potion thingies, 15 antidotes and restoratives and LOTS of nice mages souls. they help a lot when you do lotsa skills on him. ALWAYS have at least 10 sp, i got him to protect break, ran out of mages souls and by the time i had 10 sp, he restored protect. bummer. also bring lotsa revives.

I was only lvl 29 when I fought him and I had 99 potions of all of those and at least 20 scrolls of each kind and element they had in all the servers hehe.

But good luck!

Find all the best weapons you can get, bring lots of items and uses skills, thats the way I killed him and ofcourse fight enough so youre level is around 30 and then it should be a piece of cake

data drain the Mu Guardians in the dungeon until you get a twin blade weapon. i think this is the best twin blade weapon in the game.

I don't think its the best twinlblade weapon, cause if you play further you get stronger weapons much stronger weapons, the last weapon you opbtain by data draining the optional boss gives you the best weapon available for skite in .hack//infection part 1