It's not that it's harder. It's just a little more involved.
To make ale, you buy an ale yeast, mix up the wort, and ferment at room temperature. Two or three weeks later, you bottle.
To make a true lager, you should make a yeast starter to have enough yeast. You ferment it for about 2 weeks at 50 degrees, and then raise it to 65 degrees for 48 hours for a diacetyl rest, if one is needed. Then you rack to the secondary, and begin the lagering phase. You lower the temperature 5 degrees per day, until you have it at 34 degrees where you keep it for 4-6 weeks or longer. Then you bottle.
Now, there are some kits that say "lager" on them (Coopers, I think, is one) that you make the first way I described, as an ale. They just call their kit "lager"- it truly isn't. You can make acceptable beer with them, but you shouldn't expect something like Becks or Heineken or Grolsch at all.
Here's some good reading on basic beer brewing: http://howtobrew.com/intro.html