Newbie to Mac, simple question

I had to download a couple of programs, (firefox, etc...). No prob there. After I have installed and they are working I drag the icon to the trash and it says eject. Done. Now there is this icon on my desktop that says Firefox 2.0.0.2.dmg.
I really don't want all of the programs I download to leave a trail of these on my desktop. When I delete them though the program doesn't work and I have to go through spotlight and delte the whole program and re-download. Can someone please give me some help!? I'd really appreciate it.
Jessica

Ok, a couple of basic ideas you have to understand.
A .dmg file is just a compressed disk. Don't move the .dmg file to your applications folder, just open it where it is, for now. When you double-click it, it opens up and mounts like any other volume (disk). From the mounted image, you have to copy the application from that disk to your applications folder, or run the installer app, if that is the case. Once you are done, eject the disk image that was mounted. Once ejected, you can drag the .dmg file to the trash. Don't run the app from the disk image, unless it is an installer (looks like an open box, sometimes) If you open the application from that mounted disk image, that file will be active and you cannot eject the disk, and the icon that is on the dock will disappear when you quit the app.
Now, from the Applications folder, open the new app you just installed. It will appear on the Dock. If you want it to stay, either ctrl-click on the icon and choose "Keep in Dock" or drag the icon to another location on the dock, and it will stay there. However, unlike the Start menu, the Dock is not the only place you can find and run applications on the Mac. Just open the Applications folder and browse through to find what you want to open. If you use it all the time, then keeping it on the dock is what you want to do (like, Firefox, I imagine).

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