saving programs in the applications folder


I am a complete newbie to this, I started installing programs today. Here is my problem, I downloaded Firefox and a couple of other programs. When I run them, they appear as drives on my desktop and can be ejected. I can put them on the dock and run them from there, but then I have a list of programs that can be ejected. How can I install them or download them differently to have them saves as actual applications. I am using a mac mini and OS X.

Thank you,

Open the drive on the Desktop and drag the Firefox application to your applications folder, then trash the Firefox drive img on the desktop. You can then drag Firefox from your apps folder to the Dock and run from there.