What can I delete?

I'm new to macs, just got a Macbook for christmas..and I'm lost.

I'm downloading these .dmg files which go on my desktop and install things like Gumby and StuffItExpander, Azuerus, Yahoo messenger, etc.

I'm a little confused as to what files I can delete, and how to install these files permanently. Can I delete the .dmg files once I install these programs? Is installation as easy as dragging the .dmg file into the applications folder?

When I try to delete the .dmg files after dragging them into the applications folder, it says they are still in use. What can I do? Am I not installing them right? What should I do with these files instead of leaving them on my desktop?

Any and all tips are appreciated, thanks.

check this - it has all the answers...

http://www.mac-forums.com/forums/showthread.php?t=48235

edit:
also check this thread for lots of good info:

A quick summary of my problems. Read this if you're a new switcher!

thanks i'll check those out!