I take it you've got Installer.app then? That's where you want to be installing aps from, or following the individual READMEs with each application you downloaded outside of Installer.app.
As for sliding the home page around - on the latest firmware hold down an icon until they all start wibbling (technical term) and then you can move them around to your heart's content - moving them to the edge of the screen will cause it to scroll to the next page. If you're not running 1.1.[3-4] then you'll need to install summerboard.
Hope this helped.