This is TI Device Explorer you've just launched from TI-Connect's main interface.
It shows a nice sorted and categorized file tree of what you have stored in your calculator's memory with your calculator's model name as a root folder.

Below are descriptions for each category as well as basic functions of the program.

+Screen Image - Screen capture of your calculator's screen
+Device Settings - Graphing setting of your calculator
+List - Lists (rrays of numbers)
+Number - Number variables stored on you calculator
+Picture - Pictures stored on your calculator (numbered 0-9, 10 is maximum)
+Program - All the programs in you calculator's memory
+String - Strings (batch of numbers or characters)
+Flash/Archive - (archive memory aka flash. doesn't require power to retain its contents)

+Application Variable - Special variables used by flash applications you have
+Applications - Applications you have installed
+Group - Groups (packages of programs/variables for organizations purposes)
+Program - Archived programs

Loading files onto your calculator is explained below, so just continue reading.

If you haven't already done so, go download some files you like and save them somewhere on your computer.
You can find many games and programs on www.calcg.org, www.ticalc.org and other calculator sites.

If left clicking download links doesn't work for you or you don't know where downloaded files will be saved to, right click a download link and choose "Save Target As..." (this option is similar in different browsers, my example is from Internet Explorer).

When you download your files, note requirement to run them. One of the requirements is a shell. A shell is a program with graphical user interface that will let you run other programs. Shells exist for many reasons such as overcoming software limitations of your calculator, adding extra functions that can be used in programs made for it or just creating a nice layout for you to run your files from. Basic programs do not require shell. Assembly programs usually require a shell, but sometimes can be run from a command line (home screen). When you go to download games or programs don't forget to download a shell too if they require it.

On a screenshot to the left you can see that I've downloaded some TI-83+ games as well as two most popular shells, ION and MirageOS. All the games I've downloaded require a shell to run.

To make it easier for you to learn calculator files basics you can download these files and just follow the screens below to learn about them. All these files can be found in TI-83+/SE Games and Programs sections of www.calcg.org.

Here I've openned up ION.zip file I downloaded (from a screen above). Often, you'll see a large number of files in each program's zip that you download. However, only some are the actualy program files for your calculator. In our case a calculator is a TI-83+/SE and we need to find files specifically for it.

On a screenshot to the left we see that ION comes with two versions, one for TI-83 calculator (blue) and other for TI-83+/SE (red). Also notice the file extensions, here represented are group files (read above to learn what group files are). Files that end with .83g are TI-83 group files and .8xg are TI-83+/SE group files. Even though you calculator will be able to open up a group file from the other, files contained inside of it may not run on your calculator model.

To learn how to use each program that you download and to see its requirements or controls, always look for a text files named "readme" or with program's name. On this example a readme files is "ion.txt". Disregard other files, they're program source code and are for the people who would like to modify the program. You'll need programming knowledge and tools to do that.

Here I've openned up mario83p.zip file I downloaded (from 2 screens above). Often, you'll see a large number of files in each program's zip that you download. However, only some are the actualy program files for your calculator. In our case a calculator is a TI-83+/SE and we need to find files specifically for it.

On a screenshot to the left we see that mario83p comes with two versions, one for TI-83 calculator (blue) and other for TI-83+/SE (red). Also notice the file extensions, here represented are program files (read above to learn what group files are). Files that end with .83p are TI-83 program files and .8xp are TI-83+/SE program files. Most of the time you'll be able to run programs written in Basic on any calculator in the same series (here TI-83 series), but assembly programs will not run and you'll have to find a version for your calculator model. Luckily, Mario 83+ comes with versions for both calculators.

To learn how to use each program that you download and to see its requirements or controls, always look for a text files named "readme" or with program's name. On this example a readme files is "mario.txt" and "medit.txt" for its level editor. Also note that Mario 83+ has external levels and you'll need to load them to your calculator in order to play a game. External means that certain parts of a program come in a separate file(s). Mario 83+ also includes a level editor to let you create/edit game levels on your calculator.

Here I've unzipped ION and Mario 83+ as example.
WinXP, WinMe and Win2000 users already have zip capabilities built in, so you can just double click a compressed file to open it up. Then, select the calculator files (Tip: hold [Ctrl] and click files you want) and drag/drop them outside the window with zip contents (you can just unzip them into the same folder as your downloaded files or drag them into a different folder if you prefer to have some organization).
I've just created a folder called "Unzipped" (to create a new folder, right click your mouse and then choose New->Folder or go to the top menu and choose File->New->Folder). When unzipping just drag selected files into an open folder window or over it name in files list to unzip files into it.

People on other operating systems would do something similar to this but may need to download program to handle zip files.
Windows users can get free version of WinZip, Mac and Linux users can get Stuffit Expander. These are just some examples as there are lots of other programs available to handle zips for free over the internet.

Just drag the selected files into the TI Device Explorer window and then over "Flash/Archive" tag to send them right into your calculator's archive memory. To send them to RAM instead, just dram them over the calculator model tag (TI-83 Plus).
After doing so, you'll see a small window informing you that files are being send to your calculator.

Wait until all files are sent and the follow the steps below to run your new programs. To send other files, see steps above.


Flash Applications:
If you decide to install a flash application onto your calculator, just follow the steps above. Flash applications for TI-83+/SE will have extension of .8xk.

Operating Systems:
From time to time you may want to upgrade your calculator's operating system to a newer version. In TI Device Explorer you can go to Actions->Updates and the check an option to look for Operating System update. Afterwards just follow any prompts to begin the installation. Before you begin the installation, MAKE SURE your battries have enough power, OS upgrade may take up to 40 minuetes and power or connection interruption will cause you to lose the operating sustem of you calculator thus rendering it useless. If this happens however, you'll need to start OS installation over. Those who don't know what they're doing shouldn't attempt this.