Hi phonesexgoddess,
DW is a great program if you know it well enough and understand it's quirks. Use DW to help you learn HTML, as kristian said, switch the view to code and then back to design to see the results of your edits.
As far as the %20 thingy goes, click "edit" for the menu then select "preferences" and highlight "code rewriting", you should be able to figure the rest out...
The fonts DW finds on your computer are all it has to work with. You can always add fonts to your computer but remember if you use a font on your web site and the person viewing it doesn't have it installed on their computer, they won't see it.
Anyway, hope that all makes sence...
Regards,
SF