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Windows tries to manage memory for you by not truly closing programs when you press the button on the top right. That is why one of the most popular class of WM applications are task managers. There are various types, some emulate the 'X' in windows, where it actually closes a program, others are just expanded versions of the windows ctrl+alt+delete task manager. The native task manager can be found in Settings->Memory-> Running Programs. This is where you need to go (if you dont have a 3rd party task manager installed) to actually close programs.
You can usually install things 2 ways. Through a .exe that is usually a windows executable that you run on your desktop, which then installs programs via activesync (get a connection and just do what the screen says). The other type of program is a .cab file. These are run on the PPC itself, and if you find one, you can just copy it to the PPC (using activesync, or a memory card reader, or download over-the-air). When installing programs, you have 2 choices. You can install programs to the device, or to a storage card. You are usually pretty limited on 'device' space, so things that are not today plugins, or just not used very frequently can be safely installed to a storage card. Today plugins such as Weather Panel should only be installed to the device to prevent the DSOD (dark screen of death).
WM also has a notoriously crappy default calendar plugin, only displaying your next appointment. If you use your device to manage your schedule you will most likely want a third party calendar today plugin (such as todayAgenda, calendar+, spb diary, pocketbreeze, etc.).
Another widely known WM deficiency is its locking mechanism. By default you need to have the lock today plugin enabled. This takes up valuable today screen real estate, not to mention you have to be on the today screen to engage the lock. There are two very good free applications out there that make this lock more intuitive. The newer program 'onlock' automatically locks your phone when you wake it up (pressing the power button on top). While it is locked, all other hardware buttons are also locked, with the exception of the call answer/hangup buttons which work on an incoming call even if the lock is active.
Make sure you go through the tweaks section and download a free registry editor such as total commander (which is also a file explorer) or phm regedit. Some of the more common performance tweaks include the GLYPHCACHE, aniType, and cache tweaks.
Lastly, there is a lot of information out there and it can be intimidating. The search feature and moderators of this forum will be your best friends if you use them properly. Try not to double post or hijack threads and you can get pretty much any answer you are looking for. These devices really are flexible if you take the time to look. If you cant figure out how to do something just ask, chances are someone else has already figured it out.
Its late, and I am just rambling so if this doesnt make much sense, or isnt very useful I apologize. Have fun with the WM experience.
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