Between things that are God's will/plan and should be accepted and respected by men as such

and,

Things we can or should try to change/fight with?
  How do you distinguish between thing we must not meddle with because doing this means playing God and things we have to change?

All that happens in this life, whether natural or unnatural, whether good or evil, are, in a sense, permitted by God. That is, He does not prevent them from taking place. Being all good, He surely does not will any evil, but there is the matter of just punishments for the sins of men, and the matter of suffering for the sake of other souls, and various other reasons such things are permitted.

Ultimately, while we must be against evil things, and according to prudence and reason, and according to our power and ability, go against all that is evil in this world, anything "bad" that happens to us, we must realize that it has been allowed by God to some purpose. Therefore, if we are robbed, and loose our money, we should accept that God has allowed this. Still, we cannot let the robber get away if we can help it. We must stop him if we can do so, so he doesn't continue his crimes endlessly. If our own money is gone, so be it. But we cannot aid his crimes by our omission or lack of action to stop him.

We have to use reason and prudence in all circuмstances, and always be mindful of our duties and state in life, and of the limits they pose upon what we are truly able to do or ought to do. It's not an easy question, but if we look at God's laws and do our best to follow them, we probably won't go too far awry in any given area of our lives. The question of why God permits these things is something only He fully knows. "For who hath known the mind of the Lord, or who hath been his counselor?"

Our part is simply to obey God and His laws. We suffer what comes, and submit to what we should, and fight against evil where and how we can. The reasons for individual sufferings, we may never fully understand.