No worries. I am not sure exactly what you need to know, so I am going to give you a few examples. I even got out a harddrive and connected it using the same adapter I recomended.
Below are two screen shots of what you will see. The first one will show you where the harddrive will show up at. Remember the names will all be different, and you will not have as many CD/DVD drives as mine shows. But your harddrive shows up at the bottom of the list. Just expand the drive by clicking on the arrow in front of each folder to open it. The files are listed on the right side.
Itunes will show up at C:\Users\Your username
\Music\iTunes\iTunes Music right click on the Itunes Music folder and select copy, then you can go to the DVD drive and select paste. Then do the same thing with where ever you have saved your pictures. Also with any other file you want to save. If you have the space, copy all the folders except the windows folder. That would make sure you get everything.
About burning a DVD in Vista, instead of trying to write it all out for you, I found a good tutorial
Does this help, or do you need more info?