Yes, the triangles on the icons on the Dock (that bar thingy) indicate that instances are running. Windows that have applications running that are minimized are put in a part of the Dock that is separated from the others by a thin line (that you can drag to resize).

Click on the desktop. You'll have the menu bar show "(Apple) Finder File Edit ...". Click on "Help", then "Mac Help", then "New to Mac OS X" then "For Windows switchers" to get some answers to common questions from a Windows perspective.

Type "unix" in the question/search bar in help to get pointers on how to do unixy things under Mac OS X.

The Help is actually pretty good.

I didn't have any luck with Fink either, in my limited playing with it, but it didn't break anything for me.

Luck! HTH.

Cheers,
Scott.