Hey, I'm really new to all this customizing

So far I have this for my desktop

What I want to know, is how to add the shortcuts like this guy (PoSmedley) has on the right of his desktop. Like how he organized all the shorcuts into little transparent sections.

Also, I would also like to ask how he got the icons (expecially the firfox, thunderbird etc. icons)

And one final thing, I downloaded the rainlendar skin that he is using and would also like to know how to change the location to Brampton, Onatrio Canada

I am currently running on Windows XP

Any help would be greatly appreciated, thanks!