A good starting point for Linux information is here:

http://www.linuxbasis.com/howtos.html

I also highly recommend the following guide called "rute" for more in depth information:

http://www.icon.co.za/~psheer/book/index.html.gz

To install programs, it depends on the format of the program. If you can find a program in binary as a .deb file, it is the easiest way to install. Simply type, as root:

dpkg -i <program name>.deb

If the program is in .tar.gz format, uncompress it with:

tar -xzvf <program name>.tar.gz

Then you can take a look at the uncompressed files. Most programs have a README that describes how to install.

Make sure you have your other drive mounted. For examble:

mount -t vfat /dev/hdb1 /mnt/hdb1

Will mount a windows fat32 partition that is located on the first partition of the secondary (slave) hard drive.