OK I would say even if you are running this, it would be better to have a linux distro running on your PC. Or atleast cygwin or a live CD with jre.
Because, it doesn't give a proper output of some commands, if you see the output of the same command on your system, it would look confusing, since they cut off some parts of the output.
Also, it will be good to read some books which give a background of linux. This will help you to use linux but you won't go further till you understand linux.
4th module will seem a bit complicated for now, but with time it will seem a piece of cake.
It will be good to have a look at few of these
http://www.pathname.com/fhs/(this is one thing I always recommend to newbies cos filesystem structure in linux is lot different from windows. Understanding the filesystem will come in very handy in the long run), some books from
http://www.tldp.org/guides.html (Introduction to Linux - A Hands on Guide is a good one)
I hardly know a few things. I still have to learn scripting language. Can't go too far without it. I just learn with everyday use. You can easily learn too, if you just take enough interest.