If you want advice, be prepared to hear something you don't want to hear, and it is this:
You should REALLY learn the Mac first, THEN think about installing Windows. There are lots of resources, most of them free, to help you get used to the "new vocabulary." Mostly its a matter of minor differences, but learning the Mac DOES mean "unlearning" some of the overly-complicated Windows procedures and tuning in to the Zen of Apple. Sorry to sound all groovy-New Age-hippy on you but honestly that's what you need to do. It's less a matter of "re-learning" and more a matter of letting go some presumptions.
This is not to say that you've wasted your money -- Windows on a Mac can be quite handy. What specifically is it you want to accomplish? Perhaps that is the best way to help you.
But to answer your question directly (in the hopes that you will consider what I've said above), there are basically three approaches to running Windows programs on Macs.
1. Boot Camp. You may have already considered this, but I'm writing it up for the benefit of other thread readers. Boot Camp is a program already existing on your Mac that will set aside a new partition of your drive and allow you to install Windows (XP, Vista or 7) on that partition. Thereafter, you can reboot the machine and choose which OS you'd like to run.
The advantage of Boot Camp is that your Mac becomes a full-fledged Intel PC doing it this way, and keeps the Mac and Windows "sides" entirely separate. Parallels (et al) can use the Windows partition Boot Camp sets up for itself as well, giving you the best of both worlds.
The disadvantage seems to be that it's really important to keep the two partitions' directories healthy, otherwise boot problems will get very complicated. Also, you have to use a Windows solution to backup your Windows data -- no Mac backup program I know of supports cloning the Windows partition. Some people feel its a hassle to have to reboot the machine to use the Windows side as well.
I personally think this system works best when someone has a situation where they need to "live in the Windows world" for work, but like to use the Mac side for more recreational computing (or the other way round).
2. Virtualisers (Parallels, VirtualBox, VMWare Fusion etc). These programs allow you to run Windows and Mac side-by-side, though of course there's a slight performance and RAM hit because both OSes are going at the same time. The Windows "partition" in this case is a huge file instead of an actual partition (though Parallels and VMWare can "see and use" an existing Boot Camp partition of Windows if you already have one). The big advantage is the convenience and the ability to run any version of any Windows (or Linux for that matter) you want, the big disadvantage is that these programs will tend to be upgraded often, along with periodic paid upgrades, which is kind of a hassle. This solution is ideal for people who need to run more than one or two Windows programs but mainly work in a Mac environment. I should mention here that VirtualBox is FREE and seems to be *basically* about as well-regarded as the other two paid solutions (but perhaps more complicated to install and with less "support" available).
3. WINE-based solutions (Crossover, et al). This program allows you to emulate the Windows APIs without actually running Windows, thus saving quite a bit of money (the other two solutions require a new, not-previously-registered copy of Windows to work). The big advantage is that you don't have the overhead and performance hit of running another OS, and can still run (selected) Windows programs (most of the major ones that 95% of people want). The big disadvantage to this method is that not all Windows programs are supported.
In your specific case, you'd install Parallels first and run that. It will step you through installing Windows on its own, surprisingly easily and quickly. I'm sure there's a tutorial or video or both on the Parallels web site, but it's pretty straightforward IME.
Again -- if you're installing Windows to get back to your "comfort zone," you are IMHO making a big mistake. Give what I said above some consideration before installing Windows, my guess is you'll find a lot of help here if you'd let us know what specifically you want to do.