Okay, the first thing to do is calm down, and take a few deep breaths.
It's probably best to get used to the iLiad before you start with 3rd party programs. There should be quite a few documents already loaded on the iLiad. Press the Docs button. Is there a folder called "Reference"? That should contain a lot of user manuals describing the general usage and operation of it. Use the up and down arrows to move around and the circle to select. To close out of a document, press the upper left hand button (looks like stairs with an up arrow). Use the pagebar to go left and right. By default, it's probably opposit of what you expect. You can change this in the settings page.
There should be some example books shown when you press the books button. You can navigate through these the same as the software manuals.
The iLiad does have a slight learning curve. But on the same token, I'm lost when I pick up the Sony reader.