Programs that put icons on my desktop - they look like little hard drives

I'm new to the iMac, so be patient with me please. I have installed Google Earth, Firefox and Thunderbird. Each of these software downloads have created an icon on my desktop that looks like a hard drive with their logo on top. These icons also appear in my Finder window with an eject button next to them. Why would I want to eject these? Doesn't eject refer to ejecting a CD or DVD?
Also, how do I go about getting these program to appear in my Applications folder so that each person in my family, when they login, will have access to them?
Thanks!

If you double-click the hard drive icons (disk images that act like CDs or DVDs), they will open up revealing their contents, in this case, probably the application installer's .pkg files. If you really have installed the applications successfully, you can click on the eject buttons to "unmount" them. If they end up in the trash you can empty the Trash. However, if you haven't actually installed the applications (they aren't in the Mac OS X disk/Applications/ folder) but have only downloaded the installer packages (inside the disk images), then double-clicking the installer.pkg inside a disk image should start the installation process.

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