you know what made all the difference for me was the video that came with mine. since our machines are so much alike, i'd be happy to see if i'm able to copy it to dvd for you (it's a VHS tape).
even if our machines are slightly different, it still has the basic of information about the process.
as far as .pes, each embroidery machine is programmed to read a certain file type (like microsoft word uses the .doc extension and excel uses the .xls extension). our machines read the .pes extension. so if you go out to look at designs to download, you'll see the files come with different extensions. yesterday i got a few of the $1 designs from emblibrary.com and i had to designate which format. other formats would be .dst, .xxx, just to name a couple.
let me know if you want the DVD -