[ora]

Macs work very differently in this regard to PCs. In general people use expose to see what is happening in all their windows, or apple-tab between applications. Activate expose with F9 (all windows) of F10 (all windows for one app), though personally i like to bind these to the extra buttons on my mouse.

What you are askign to do isn't possible, you can't have windows both open and also in the dock, but as a piece of advice, it doesn't really help to try and find direct equivalents to ways you worked on a PC when starting out on Mac. Apple use different interface mechanisms, which trust me are very effective, but very different to PC. If you are going to switch you really have to go with it for a while and see how you come to best use your Mac rather than trying to make it imitate a PC.