Do you remember "Arda Marred"? This was due to Morgoth's control over Arda. So he did not just try to...he did. That is, until the War of Wrath when he was finally defeated and cast into the Void.
Sauron was merely his servant or emissary. After the defeat of Morgoth, he tried to ask for pardon from Eonwe, Manwe's herald, but Eonwe cannot do so because they are of the same order (Maiar) and he told Sauron to approach Manwe and the rest of the Valar instead. But the seed that Morgoth planted in his heart was rooted too deep, so he chose not to follow Eonwe's advice and he returned to evil.
However, it would seem that Sauron was more terrifying than Morgoth. I don't know, it's just that I deem the Nazgul to be too powerful. And Sauron seems to work more openly than Morgoth, or something. That is just my opinion.
<font size=1 color=339966>[ 5:31 AM December 24, 2003: Message edited by: Lhunardawen ]