[TYPO3-windows] Problems during installation & Few questions

[aljaber]

I tryed to install TYPO3 using different ways but it still doesn't work.

The first way was using the windows installer. It worked in fact but I had strange urls (http://localhost:8502/, http://localhost:8502/,  http://localhost:8503/typo3/, while the book but I suppose the URLs should be like this: http://localhost/ http://localhost/typo3/ etc...

The second way I tryed was this one :
I installed easyPHP, and in the www folder I extracted the package "Source with Dummy site ZIP". When I run easyPHP and go to the typo3 folder, I had a page with this message :
Warning: mysql_list_tables(): supplied argument is not a valid MySQL-Link resource in c:\program files\easyphp1-8\www\typo3-test\t3lib\class.t3lib_db.php on line 966

However, I tryed to go further, using admin as login and password, I had this message : There is no connection to the database!
(Username: , Password: , Host: localhost).

Go to Step 1 and enter a proper username/password! 

The version I tryed to install is the 4.1.1.

Another question, which has nothing to do with what I sayed before :
I saw all Kasper Videos and there is something I want to understand : he worked on the bigfeet sample site to introduce us TYPO3, but in most of sites that uses it, they look lik e the typo3.org and typo3.com sites, with the navigation orange bar on the top, and the menu on the left, and it's also that kind of site that loaded whith the quickstart installer I installed before. How can we modify that kind of site and not the bigfeet one?

I hope that you'll not be schoked by my newbie questions, cauze I really wan't to use TYPO3 to bluild my site with it.