Trying to get used to the Mac

Hey,
I just got my Mac Pro in the mail today and am making the switch from a PC. I guess I have kind of a newbie question to ask. I downloaded Firefox for the mac and it downloaded as a .dmg file and when I open it the program does not really install anywhere on the hard drive. It makes an icon on the desktop and I can use firefox but I wanna have firefox just on the dock and no icon on the desktop. If I delete the icon that is on the desktop or delete the .dmg file when I click on the firfox button on the dock a ? comes up over it and it wont launch.
Sorry for the newb question. Love the Mac Pro so far and I hope someone can help me.
Thanks

One thing that's great about the Mac is that applications are more tangible. What I mean is: there's usually no "wizard" and install voodoo like on the PC and most applications can be "installed" (really just copied) by just dragging them from a disk image (.dmg) or unzipped folder to your applications folder in the finder window. They can also be uninstalled by dropping them in the trash. This isn't true for every application (Adobe and other complex apps use wizards) but most of them are like this. The rule of thumb is that if it's just the application you can drag it over; if it's called "(something) Installer" you probably need to double click it to run the install wizard.
Either way, wizard or not, one other difference is that CDs and disks don't autorun when inserted or mounted on the Mac. You'll have to double-click the CD/disk and either drag + drop or double-click.
Remember that the dock is a shortcut so you'll want to first put Firefox in your applications folder and then drag it to your dock. Dragging icons to your dock makes a connection to them as a shortcut. So...
1. double-click the dmg
2. open the resulting virtual disk and drag FireFox to your applications folder
3. open the applications folder
4. drag FireFox to your dock
5. click FireFox in your dock to launch

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