Couple of HTC Desire questions...

When I first joined this forum, I was pretty much like a lot of people on this site - I had a real passion for mobiles etc but over a period of time, I have decended into one of those people who isn't really concerned about mobiles anymore and therefore I have problems more frequently than ever before.

So I got a HTC Desire HD...
finally got around to playing with it however am having a few issues and know that someone will be able to help on here so here goes:

1.
I downloaded some apps from the 'Market' and cannot for the life of me find them on my device.
Clicking 'download' was enough right? There are no extra steps I'm missing are they?

2.
How can I take a screenshot of my device?

That's it for now but I'm sure I'll add to this over time.

PS: Just want to make it clear that I got the HTC on the recommendation of Majed (AKA Soul Guy) so it's all his fault