Ukrainian insurgent army (who were anti-semitic and anti-polish) fought against the Germans AND the Soviets. Just because someone has the beliefs of a Nazi doesn't mean that they are allies of other Nazis.
They thought they had a good shot but really the only way they could have won was if Russia fought against the allies. Additionally, the invasion of Poland barely succeeded with the help of Russia, the invasion of France was mostly luck. The attack through the Ardennes Forest was a gamble and could have gone wrong. And finally, the invasion of Denmark, Norway, and Yugoslavia are not really that impressive.
