Martian, the Sally Hansen stuff is kind of like clear nail polish..you apply directly to the nail. It's not that expensive...I'd say around $4-5 for a bottle.
Yes, an emory board is a type of nail file. Try to look for one with multiple textures (almost like sandpaper)...kind of like this:
http://www.essence.eu/uploads/tx_cos...le-4in1_01.png
The grain on the file will range from somewhat rough to very fine. When you file, go with the natural shape of the the nail, so in a somewhat rounded motion.
I second Baraka...biotin is great for nails. Get a supplement or add foods rich in it to your diet.
Also..I just found this that might be helpful:
http://www.guitarsite.com/nails.htm
Good luck!