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As for the .zip and .sit question, they both can be decompressed using Stuffit Deluxe (version 8 is out). It will de-compress zip, sit, tar (unix) etc...
And if I understand your question right, files are compressed to a) save space when you download them
b) download one file instead of many
For the Icon that disapears, it's usualy the mounted installer (like a virtual drive) that doesn't stay mounted when you reboot. Many of the updates you get come as .sit (stuffit format), then after decompression they make an executable file ".dmg" which then becomes mounted as the funny looking icon. If you drag it to the trash, it will likelly show the eject button instead of trash (your unmounting or ejecting).
Hope I'm not repeating others advice and wish you good luck with your new machine :-)
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"All pop music is about sex.
Rock is about wanting to do it, jazz is about doing it,
and country and western is about feeling guilty after you've done it."
- Robert Waldo Brunelle, Jr.
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