help me please...

I'm new to the mac world so I have a bit of problems and i am hoping someone can help me:
-when I insert a blank cd to burn it the icon does not come up on the desktop,why?and when I insert a blank cd it gives me the option of either opening finder or itunes and it only works for itunes...why?
-when I empty my recicle bin it deletes all documents,pics and music but it won't delete programs,so how do i get rid of them?
-the time keeps on changing back to 1997
-is there a kind of control pannel like on windows?
-why all my music that isn't named is sorted in itunes like all tracks 1,2,3 and so on toghether???can I change it?

thank you very much and please be as clear as possible!!!!

1. Go to System Preferences -> CD's & DVD's -> And where it says when you insert a blank CD change the option to Open in Finder
2. If the program is running anywhere you can not empty it from the Trash. Restart the computer and Empty the Trash before doing anything else and it should empty
3. Sounds like your battery isn't working correctly. Reset the PRAM: When booting, hold down Command-Option-P-R and wait for the triple startup chimes.
4. System Preferences...It is in the Applications Folder and you can get it by clicking the apple at the top left and clicking System Preferences
5. You can change the way it sorts by clicking on the Top bar where it Says Album, Artist, Track etc.