1) In general, answer to that is no. Although some window programs can be made to work with linux using wine or winex:
www.winehq.com/
2) {QUOTE} when i try and open a program up it asks me wich program to use but i have no idea? {/QUOTE] which program are u talking about? your question isnt clear.
3)Scripts are used for many different things example, to use dialup internet, some people use dialup scripts etc. No, you wont have to use them unless you want to. I have been using linux for more than 6 months and I have never written any script.
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