Hello welcome to the forums..
First: Only Backtrack 4 is supported here so you are not going to get any help asking questions about backtrack 3
Its time to upgrade any way right??
Second: yes working with a live cd, that is normal behavoir. if you are looking for a writable system, look into installing on to a usb stick or onto a harddrive
Third: Yes you can make a writable usb stick
Fourth: there are a ton of wordlists out there to be found..... GOOGLE and you shall find.... All are free.. you should never have to pay for a wordlist.
you can make your own, and BT4 comes with a couple.. or search the forums several people have posted their worlists for download...
Fifth: as far as tutorials go you can look in the video section or the tutorial section...
just start reading the posts in the beginners forum until you can get a feel for what you are trying to do.
Everything that you have a question about (almost everything) can be answered by finding the information in these forums...