Hi,
I would like to say that I like Linux, I like the set up of the program but I'm having some trouble figuring out how to use it. When I went to execute a program that wasn't Linux compatible, it came up with a list of possible programs I could use to open it. In this list I noticed a CD burner and Music Ripper. When I've gone to look for them via the Desktop, going in and out of media players and whatever else there is I haven't been able to find them. I've tried looking through the explorer but nothing other than the basic desktop items are in English, the rest of the folders I managed to find are just a combination of letters and when I open them up the files don't look very interpretable either. Can somebody please tell me how to access parts of Linux software that don't appear on the desktop and also how to put it on the desktop. Thanks.

What distro do you use?And one thing should be clear,you can't run programs that are not Linux compatible if you don't have some kind of a program that will run it,so your problem is most likely that your are trying to run Windows apps and not having wine or similar program to run it.
And one more thing;Linux doesn't have explorer,it's file browser(nautilus or konqueror or something else,depending on the distro).