How not to lose when going first.
First move :
Place a cross in the centre square
Subsequent moves:
If you can complete three crosses in a line, do so. If not, place your cross in a square adjacent to your opponent’s last move.

How not to lose when going second.
First move :
If opponent takes the centre square take a corner square, else take the centre square.
Subsequent moves:
If you can complete three in a line, do so.
Else, if your opponent has two crosses in an open line, block that line.
Else enter your move in an adjacent square to your opponent's last move.