I'll try to help, if your still confused after just reply and either I will try to make myself more clear or I'm sure someone else will do a better job. Ok, here goes.
1. How do I lighten a dark photograph?
Ans: If you open the photo in paint.net, then go to Layers (in the menu bar at the very top) => Adjustments => brightness/contrast. You can then fiddle about with the sliders in that window, don't worry if you mess up, just click on the reset buttons and all will be fine.
2. After I'm done fooling around with a pic, how do I save it as permanent? Good question.
Ans: When your happy with the picture go to file (again at the very top) => Save as... (make sure you click "save as..." and not "Save"). Ok, once there you will see a box similar to the one you see below. Where I have circled below, click on the arrow and you will get a list of very strange looking words, these are the different files you can save the picture as, I generaly save a permentant picture as a JPEG, though depending on what you want to do with it depends on what file you save it as. When you have choosen the file you want to save the picture as click on save.
3. When I do that, will it be saved as a second image, or will it replace the original photo that I have saved in "My Documents" ?
Ans: Going on from the previous question, it will only be saved over the original picture if 1) it has the same name 2) its the same file type and 3) its in the same folder, but you will recieve a warning if those statements are true. If you want to keep the original picture, just save the new one with a different name, something as simple as 'Picture1' instead of 'Picture' will sufice.
Hope that helps.
Darren.