Did I install firefox wrong, and a thunderbird question

OK, I'm completely new to mac, long time pc'er, first day on a new G5, first 
order of business was to install Firefox (OSX 10.4, firefox 1.5).  When I 
download, it automatically installs, doesn't ask, just does it.  Imported my 
pc bookmarks just fine, but every time I launch firefox, the mac seems to 
think it is a volume, and it sits on my desktop.  Is this right?  If I drag 
it to the trash, it ejects, and if I drag it to the HD icon, it just copies 
a shortcut in there. How do I get rid of/hide the volume on my desktop? 
The link in my dock is more than enough.  Also, is Thunderbird what I want 
to dowload to read newsgroups?  Is this download and install business normal 
for macs?  BTW, I was stunned to learn that the much touted OSX had no 
newsgroup reader!