Hey Brrad... welcome to the boards. you'll find a lot of help and knowledge here and don't be afraid to ask questions. these peeps here really like to help out. i have found that these boards are the friendliest.
First off are you running XP or Vista?
Second, did you buy an extra SD card for your omnia? if not, watch what you transfer to your omnia. space will get taken up quick.
When you open explorer, you should see a foler called "my documents". in there you should see a bunch of sub folders. one of them being "my music". that's where your tunes go and i would recommend mp3s since wav files take up too much space. (unless they're 30 sec ringtone clips)
You should also see a folder in there called "my pictures". that's where your photos should be.
hopefully this will get ya started with your concerns