I'm a level 14 soldier who's starting to face some trouble with enemies. My health keeps going really low when I face enemies. The mission i just beat was the mission before fighting sledge, and I barely got through it. I needed the help from two really high-leveled players on xbl to beat it. What should I do now?

Grind, sidequests, challenges, anything you can to build exp and level up. 

Yeah, but the skags are starting to level up too. that's the real pain in the ass.

I'm surprised you're only lvl 14 going in to Sledge.  I did all the side quests and I was already level 15, coming out of his safehouse with the mine key.   So if you have a lot of side-quests left, finish those first.  You may get some nice gear but at least a couple of levels.
 
One trick is that weapon crates/ammo lockers respawn whenever you restart the game.  So you can exploit it by going in and grabbing all the loot, save, quit to main screen, load up your character again, and grab the same crates.  The weapons and gear you have can make or break you so this is an easy way to improve your character.   
 
Also, what is your spec for Roland? Some of his skills are far better than others.  For example, 5 pts in Sentry will boost your turret power by +35% but 1 point of Barrage increases its power by 33% (normally fires 3 rd burst. + 1 rd => 33% improvement).  I'd suggest what I started with: aid station, defense, barrage, and deploy when you can get it.  You can re-spec your character at the fancy new-u stations (the ones where you can change your name/colour) and its pretty cheap. 

Do all of the sidequests for tk and the ones on the bounty board to level up. Plus some of those will give you new guns.

The leveling pace for this game is perfect if you do all the side quests. I never felt like i was overpowered or underpowered throughout the entire game.

Are you upgrading your gear?  If you still have the crappy shield you started out with then you might run into trouble.  Recheck weapons crates each time you load your save to see if anything better in now available in their stock. 

I defeated Roid Rage Psycho at Level 12! Man up, whimp!

I was level 18 when I fought sledge. You need to go do some sidequests, badly.

Yeah, go do some sidequests and all the bounty board things while killing dudes your level. I was always overleveled for the game...never under. I found that no matter what I was overleveled, and I dont grind or anything.

" The leveling pace for this game is perfect if you do all the side quests. I never felt like i was overpowered or underpowered throughout the entire game. "

All of the quests have recommended levels assigned to them when you look them up in your quest log. If you're having trouble, make sure you're approaching the quest with the appropriate level, or maybe even a level above the recommendation.

There is a door opening out to a balcony on the right side of the room with Sledge.  Run out there to recover if you need time to heal and regain your health.  Buy health kits, too. I can't recall how I beat him the first time.  I think I used a ton of corrosive grenades and probably a rocket launcher.  There are some videos on You Tube with the fight.  If you still haven't beaten him yet, try looking at those for strategies.  I am playing a Siren so my big thing is to phase away every time I break a nail.

I was in a similar situation as well with Roland, then I started doing the easier quests available and kept on going in to the Arid Hills where the enemies are relatively tougher and provide more experience points; also I started using the sniper/scoped guns more often to score critical hits to get better proficiency with various guns, at level 17 now. I am planning to go up to 20 before I head into the Safe House.

do sidequests i'd say, sledge was a trivial quest when i got around to it :D and kill everything always :D when i had to go back to fyrestone for some missions i always stopped everywhere i passed to kill everything :D and it didn't even cost me bullets ( ooh how i like my class mod, it has +6 sniper ammo regenerate :D )
 
grtz Allen :D

where do you get class mods?

You can't get class mods till later can you.
 
And have you done all the sidequests?
I had to do everyone to be the right level for the quests.
 
So if I went to a bounty board, there would be quests for my level, only once I'd done them I'd end up just being the right level for the main quests.

" where do you get class mods? "

Do a bit of grinding, you dont have to do too much it just sounds like your rushing too much.

Sounds to me like it's a problem with either your gear or your skill point distribution. First, make sure you have a gun that's at or near your level. You don't need Purples or Oranges to defeat your enemies, but they certainly help. Second, make sure to keep your shield upgraded. Roland's shield is more important than anybody else's, since he generally defeats enemies by outlasting them instead of outdamaging them. A healing shield is invaluable to him. Protip: gear is only half the battle, make sure you're using sound tactics and putting shots on target, Borderlands can be unforgiving rather often.
 
Other than that, I'd say you may want to consider a respec. At 14 you'll only have 9 points to spend. If you put them all into turret perks you'll still have trouble since your turret will be available for maybe 25% of the time you'll be fighting (at this level). I'd say put points into defense (for shield recharge), and a couple into aid station if you really like a quick health boost. Maybe consider using impact to up your bullet damage.
 
No matter what you put points into, the biggest thing to remember is to play to your strengths. If you go up the Medic tree, make sure to remain at distance, constantly flank, and keep those health kits available (remember, solo play pauses the game while the menu is open). Also using Transfusion grenades as a Medic can really help keep you going when your shield is down. If you go up the Infantry tree, get in close with the shotgun or a machine gun and fire away for headshots (or other crits), then back off while your shield regenerates, rinse and repeat. Using corrosive weapons/grenades can also help you kill enemies much more quickly by upping your bullet damage. Finally, if using the support tree, your turret and shields are your biggest allies. When the turret's available, hide behind it and fire away; when it's not, constantly move and allow your shield to recharge (which it will do more quickly). Fire or Shock grenades work effectively against non-shielded or shielded enemies, respectively.
 
I've solo'd Sledge w/ Roland at exactly level 14, so without trying to sound too much like a dick, I bet you need to check your gear and skill points, then make sure you're using tactics that compliment the setup you're going with. The learning curve on this game is pretty steep, and Roland is a tough choice to start out with, but you can do it. Just take your time and figure out exactly how you want to play, then do it! Sorry for the huge post, man. Good luck to ya.