Just to confirm...

Hi everyone, I've just bought a lovely 24 inch iMac! I'm new to Mac having just swapped from Windows and I am loving it! But there is one thing I am confused about and that is installing software downloaded from the internet. I wanted to download Firefox and I am using it now, I have an icon in the dock but also an icon underneath the Macintosh HD logo. So is Firefox installed or not? Since if I eject firefox it will be removed from my computer and so is that uninstalling the program? Thanks a lot for your help!

For clarity and posterity sake: placing something into the dock works pretty much the same as dragging an application icon into the application bar in Linux or Windows. It effectively creates an alias (shortcut) to the application in the bar.
On a Mac, most applications don't require installation, per se. However, when things look for an application, they are going to look in the /Applications folder.
Specifically, to "install" FireFox, you simply drag the application into the /Applications folder. However, you could also keep it on your desktop (/Users/username/Desktop) or Downloads directory and run it from there and it will work to.
It's important to note that under Mac OS X, an "application" is actually a folder/directory with application-related items in it, including an XML file that describes the application, application binaries, shared libraries/frameworks, images, language translations, etc.

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