I think I read that it's okay to close your PE, or reboot it. If the download hasn't finished it will go back to it. I have had mine get "stuck" on processes, for instance when I do a backup of my library it says it's finished, then just sits there when I hit the cancel button. I go to the home screen or turn it off and back on.

I really hope you can get your problems solved so you can start to enjoy!!