Questions about playlist order

Hi,
This is my first post to this forum and I hope that someone will be able to help me. I have just started using ITunes version 10 and have done pretty well until I got ready to burn my first CD. I have several questions:
1. I have put the songs in my playlists in a particular order but when I burn them they come out in a different order. I find from reading this forum that having the shuffle set to "on" can cause this problem. Well, I am not sure if it is on or off. When I click "Shuffle" the next window looks like this:
Turn on shuffle
X By Song
By Albums
By Groupings
If I click on "Turn on shuffle" the window turns to "Turn off shuffle". This confuses the new guy. Is my configuration set to shuffle or not? What do I need to do to get the songs to burn in the desired order?
2. When looking at the playlist the first column has a marker pointing down in the far left position. Below the marker is listed the song numbers. If you left click the down marker it changes the song order. What is this feature for?
3. I have searched high and low and I can't find instructions for the use of Itunes. Are they available via the internet? If so, where can I find them?
For your information I am using a newer HP machine running Windows 7.
I know most of these questions are pretty basic for most of you but since I am new, I have a learning curve I must overcome.
Your help and patience will be appreciated.

If the button with crossed arrows at the lower left of iTunes is blue, Shuffle is on.
Turn Shuffle off to burn a playlist.
The arrow in the column header is for sorting. It's triangle and if the point is at top, it sorts ascending order (first to last). If the point is down, it sorts in descending order (last to first).
iTunes tutorials are here -> http://www.apple.com/itunes/how-to/

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