I think we all struggle with understanding the cross; what its implications are, what God is doing through it, and how it saves us. The reason this is so is because it is a completely foreign way of winning. This is precisely because a cross is about losing. Thus God through Jesus is using losing to win.
You see the cross was a reminder to losers that they had lost. The Romans - and the Persians before them - used the cross on subjugated peoples who rebelled. After crushing a rebellion, the Romans would hang the leaders of the rebellion on crosses as a reminder to everybody else who really was in charge. (see Sparticus) It's a reminder from the strong that even at your strongest you're not as strong as us.
In the world I live in (It's the only one I can speak for) winning means I win. I beat the other guy. I come in first in the race. I accomplish a goal. I achieve. Winning means I conquor, I prove my strength, I show off my power, it means I vanquish my enemy. In the world I live in, the cross does not make sense. I live in America, we don't lose. We're the best. The strongest. The most powerful. The most influencial. We're the movers and the shakers. We dominate.
I don't get the cross, because for God to win, he had to vanquish somebody or something. Who gets beat here? Well, who's on the cross? But that doesn't make sense, Jesus is the hero. The Hero is supposed to win. The hero isn't supposed to be on the cross. The hero is supposed to rise up, to turn the hammer on the one driving the nails into his hands. The hero isn't supposed to die like that. He's supposed to make a mad dash to the hills, not to be nailed to the tree.
In the end, Jesus' victory is in the fact that he lost. In the end God chooses a path to victory that goes through defeat. This makes absolutely no sense!