I can try. I remember when I got started with Linux I felt the same way. But now, having used it for a few years it makes even more sense than Windows.
Here's few commands to help you find stuff:
'find /home/username mozilla' would recursively search through your home dir for a file or directory named mozilla. With the find command, you have to put the search path first, then the filename. So 'find / vim' would search through the entire filesystem for vim. find is extremely useful, so be sure to check out the find man page to see the tons of options you can use with it.
'locate filename' will show the exact path to a particular file. ex:
scruff@genbox scruff $ locate Pulp Fiction.avi
Locate uses a database that keeps a running list of filenames. The database is usually updated periodically depending on your distro, but if you want to locate a file recently added you might want to update it manually with 'updatedb' (as root).
Finally 'which xmms' will display the path to the xmms executable or any other executable program you need. However, if the executable is not in your PATH it wont show it. As user, most all dir's with programs in it are in your path anyway.
As far as getting the hang of the filesystem, here is a great link with probably more info than you need that explains all: