Actually the one of the main problems was that I forgot to turn the "Search for new version of the site" or something like this, option.

Other than that, if you want to modify any of the blocks you should duplicate your default template and then do the changes in the copied files.

I have a few questions the themes and modules handling, that I couldn't find answers for.

How do you handle with the main menu i.e. how do one change the title and links of it? Also how can I add some more links or remove any?

I have installed a theme and there seems that it has its own header, so how do I change it?

Basically I need to know how can I manage the circled areas? Is it directly from the html templates and which one should I edit in this case or there is a module that I can add to the system to do that?

It seems also that there are some meta tags to make the loading of the page in IE with effects - transitional, so how do I remove those?

One last question - How can I insert my own HTML or PHP code in a page?

At least if someone could tell me where to read how to do those ...

After many struggles I manged to deal with those. Thanks anyway.