Welcome to Linux!
OK, to try and answer your questions in some kind of order:
The Linux directory structure you see as a user isn't based around drives. This means that /home isn't really the equivalent of c:, it's more like 'My Documents' - a personal area for your files only. The actual physical drives are listed as hda, hdb, hdc etc. (for IDE, for SCSI and external drives substitute s for h), all in /dev. A number will then follow this, indicating the partition on the drive. So, for example, the first partition on the first IDE hard drive would be /dev/hda1, and the third partition on the second drive would be /dev/hdb3. The way these map on to the directory structure is controlled by the /etc/fstab file. It can look a bit confusing, but if you post a copy of it on here (as root, type cat /etc/fstab at a command prompt), I should be able to help explain it all (and find out where your second drive can be accessed from).
You might be able to find software somewhere to give you a more Windows-like view of your system, but personally I'd advise sticking with things as they are. It's a lot more logical once you get used to it.
One very popular MP3 player is XMMS. Assuming you're using the KDE desktop it'll be in the K menu under Multimedia / Audio Player.
It's *very* similar to WinAmp (you can even use WinAmp skins with it!)
I don't know about getting ICQ to work, but I'm sure it can be done, and someone who does know is likely to read this thread soon
Hope this helps!