Newbie - Why is iPhoto copying files to Pictures folder when I said not to?

I'm a total newbie to iPhoto. I literally just installed it for the first time ever about an hour ago, but I am well-versed in the ways of iTunes for example and its preferences the way it works with MP3s on an external drive, and how you can set a folder on an external drive to be the default music location, etc.
I would have thought that iPhoto would have worked in a similar manner with photos.
Here's the scenario: I keep all my photos (literally 1000's of them, and quite hi-res.) on a massive external drive, as my main computer's hard drive is (a) quite small, and (b) quite full as it is with other stuff.
The problem I am having with iPhoto is that before I placed a single photo into its Library, I specifically set my Preferences, under the Advanced tab, to NOT copy files to iPhoto Library folder when adding to Library.
But then when I placed a whole load of photos from my external drive into iPhoto, I noticed my available free space on my main computer's hard drive had decreased somewhat. So I had a look in Users > Brett > Pictures > iPhoto Library, and sure enough, duplicates of all the pictures I added to iPhoto from my external drive had been copied there too! Why?!?!
And even more frustrating is that there appears to be TWO copies of each photo on my main hard drive: half in named sub-folders in a "Data" folder set to 360x270 (pretty massive if that's supposed to be a thumbnail!!) and then the other half, at FULL-resolution, in named sub-folders in a folder called "Modified" (not that I've modified any of them, but anyway).
And with another copy on my external drive, I now have THREE copies of each photo! That's just ludicrous!!!
I don't want iPhoto to keep "extra" copies of my photos. I just want ONE copy of each photo, and I want these photos to be stored on my external drive ONLY.
How do I set it up to do this? Or can I not do this? Have I got the wrong idea of what iPhoto can and can't do?
Any help would be appreciated, thanks.

Brett:
If you look in the Originals folder and its subfolders you should see all alias files (very small in size) pointing to the source files on the external HD. In the Modified folder will be full sized files of any image file that was taken in the portrait orientation with a camera that has the auto-rotate capability. You can't get around it unless you rotate them before importing with a 3rd party application. Then in the Data folder are the thumbnail files. Those thumbnail files are for viewing up to a fairly good size before the original file kicks in when you use the slider bar in the thumbnail window. If you take your HD off line and then move that slider upward you can see how big you can get the thumbnail before it balks and gives you the "missing file" window of gray with a dotted rectangle.
Having the edited version lets you revert back to the original for other editing that might require a different crop (for printing a different sized photo for instance.) If you want just one copy of each photo you'll need to go to an application like iView MediaPro.
It may seem like a lot but when you think of what that library represents in full sized files on the external HD, you're really well off. My alias library of 27,000 files (29G in size) is only 1.6G on my boot drive. Even the professional applications like Aperture creates a second file when you edit and the thumbnail is either a separate file or embedded in the Aperature system for quick viewing without having to render the entire file.
Do you Twango?

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