1)
when u download some programs, they will be either *.dmg or zip(or something u need to expend, then u'll get dmg too).When, u double click *.dmg, there will be images mounted.U just need to drag the programs' icon from the mounted images/drives to the folder u're gonna install them to ie Application Folder. Then eject the mounted drives. Next time u wann run the program, run from the folder that u install the programs.

2)
some programs will immediately quit when you press 'x' button. But some will just hiding themselves on dock.Just ctrl + click on the icon and choose quit

3)
U can just drag icon to trash.But keep in ur mind that most of the from will have hidden folder in system.To completely uninstall one program, use program like "AppDelete" etc. This will remove the program completely from ur com

p/s : someone please correct me if i got them wrong somewhere..thanks