the nokia messaging is not the same one that is on your phone currently i dont think. it is a new much better looking email app, and honestly it blows the regular messaging away.
when you install apps, like the new nokia messaging, it doesnt replace the old one, instead you now just have 2 apps and 2 ways of doing things. so if you are ever worried about installing free stuff, dont worry because you can always chose to not use it or remove it if you wish.
also the red end key usually closes an app completely, except in the web browser, it just minimizes the browser to the background. everything else it closes. also if you ever want to minimize an app to the background, or go right to the homescreen, just double tap the menu button (middle button). and to see a list of running apps in the background, hold down the menu button (long press), this brings up the task manager. and i highly recommend getting a 3rd party task manager, it makes the phone much better using handy taskman or similar.