Evil,
I started with the CX2 about 8 months ago and I just bought my first single rotor Blade 400 a few months back. These things need a good set up as you have learned.
The CX2 is a fun heli to fly, but as stated it is an indoors copter that can be very easy to fly in small spaces without drilling the case, getting heat sinks and all that jazz. I would say to learn indoors as the slightest breeze will push your heli around and more throttle is required to get her to move against it. nfortunetly with this stable bird that means it goes higher. If you plan on going outside move the links one hole out on the servo arms as stated above. You should learn to fly inside. Living room, garage, bedroom, office, Wal Mart or local church/YMCA.
If you crash and are getting vibrations balance the blades as mentioned and also spool up the blades one set at a time. Push the throttle stick all the way left or right and give it gas, one set of blades will spin and you can see if it wiggles at all. If it does, you need a new inner or outter shaft. they do bend easy.
Keep with it, they require a fair amount of bench time compared to flying time. Planes are easier, small crash, some tape and your up again. Heli's not so much.