My two cents:
For your warrior, use the Short Sword the Death Knight starts with (unless you somehow found something better!). Spend your first skill point on Single Handed Slashing Damage. Spend your first stat points with 3 in Agility and 2 in Speed. Then have your other character either use magic or archery. Melee works too, but I found that bows are quite powerful earlier on. You may need a healing potion or two, but this method is quite effective.
