The truth is that it is difficult for the western and european women here. It is not like you have been used.
There are a lot of restrictions you have to follow. And mainly you cannot walk around without wearing an abaya. (The black dress that covers all of your body).
I beilieve one you can get used to it and find some friends you will think it is not so difficult.
If you need more details just ask me and if I know I will be glad to answer.
By the way, what is the purpose for moving in Saudi?