Where are the settings for draw distance? I'm completely new to Blender, I have animated some text with help from a tutorial, but that's it.

My first problem is, that i can't find the "View Properties" menu. I need to find it so I can change my "Draw Distance". (I'm not sure if it is called "Draw Distance")



Okay, so my second problem is this:


It is so annoying. For example, I selected a plane to drag it, and when I tried to drag it, it looked like I dragged the thing from the picture above, and not the plane. Also, when i den drag the object selected, the 3D cursor doesn't follow the object, why?
By draw distance, I'm guessing you mean viewport clipping distance. Settings can be found in 3D view > Properties region (N) > View > Clip:



That circle is called the 3D cursor. It's useful in many ways, once you get used to it ;) It is positioned by pressing LMB. To select and drag an object, use RMB.

See How do I select an object in the 3D viewport? for more details.