There are the dire foes mission packs that dictate a setting you could build around, but I don't think that would be recommended for starters :p
In Infinity every faction has reasons to a certain level to fight or to ally, but in general there's all the factions against the combined army, so unlike other games where you've got clear enemy/ally factions. I don't have the rulebooks with the fluff, so I don't know if there would be any story to base a 2 player box around anyway ^^
I'm from Belgium too, where are you from? I'm mostly painting up my army slowly
atm, haven't played that much yet