Right, there are so many problems here.
One problem is the temperature. It would have to be artificially regulated, as the moon does reach temperatures that are impossible to live with. However, there is an International Space Station, where people have to live for months at a time (AFAIK). So basically, I think you'd have to make a giant dome to live in, where things can be controlled.
I don't know how much of this is possible, but these bright minds at my disposal will tell me if this dome will act as a giant spacesuit, or if we'll all need spacesuits, as like I say, I don't know how it all works.
The commandos I have will need to be trained up for space travel, and I assume we'd have to supply them with anti-gravity-impeded weapons (melee weapons) due to gravity. Again, I'm not 100% sure, but I'd imagine bullets would be impacted by the lack of gravity. If not, my scientists will tell me, and it won't be a problem.
That brings me onto my next issue - gravity. I doubt humans could live for a long period of time without gravity, as growth amongst other things would be severely impacted.
Another thing is the lack of an atmosphere. Could humans survive without an atmosphere?
Also, you can't just take the whole moon, not based on my plan anyway. You'd need a portion of the moon, and sort of claim that part.
Eventually, in time, assuming all that needs claiming has been claimed, and all that's been built has been built, hopefully a faster transportation system would be developed, unless you planned on shipping cows, chickens, pigs etc to the moon to breed and then be used for food.
I'm sure there's things I've forgotten about, or just not covered, so feel free to ask any questions.
So, in summary, I'd send up the astronauts first, along with the people who could start building an artificial dome, that could regulate temperature, atmosphere and gravity, and then the commandos to fight those pesky Russians.
And apologies for the late reply.