So many questions...
now if im considering the 35mm and the 50mm, what exactly's so different between those two lenses, besides the obvious 15mm? what will/can the 35 shoot and not the 50, vica versa.
On a cropped sensor camera like the 40D a lens with a 35mm focal length gives a roughly natural perspective (30mm is better though). It's difficult to explain well but when you eyeball a scene you see a reasonable degree of detail in an area around the point you are looking at and far less detail in the periphery. The 35mm lens captures that central area that the eye is sharper at and so when you look at the picture it produces then that picture looks normal. On a cropped sensor a 50mm lens has a narrower field of view (nice for portrait work) so when looking at a print it's as though your eye has zoomed in to a smaller central area than usual and discarded even more of the peripherary. Does that make sense?
and what exactly do the measurments of "so and so mm" mean? why do some lenses present just a single number (35mm) and other two (70-200mm)?
It's just the focal length of the lens in millimetres. If a magnifying glass can produce a sharp image of the sun on some paper when the magnifying glass is 50mm away from the paper then the focal length is 50mm. If two numbers are quoted then the lens has the ability to vary its focal length and zoom continuously between the two values.
also i am very curious to when/why some people use a slow shutter speed and sometimes a fast one
You already know about fast shutter speeds helping to freeze fast moving sports action, though sometimes you might want to use a slower speed with sports to obtain "motion blur" deliberately. Fast shutter speeds are also useful for static subjects when you are using telephoto lenses (long focal lengths) without a tripod as such lenses show up any unsteadiness in your holding of the camera (c.f. image stabilisation or IS which also helps). The other effect of altering shutter speed is that, in order to maintain correct exposure, it has an effect on the f-number (or aperture) of the lens set by the camera. This alters the depth of field (how quickly objects closer to and further from your subject become blurred). Depending on the shot you may sometimes want a shallow DOF (large aperture = small f-number) so that you can isolate your subject from the background. On other occasions you want a large DOF. For this more creative use of a camera you are better off setting the Av (aperture value) directly rather than the shutter speed (Tv = Time Value).
The above should get you started but is really only the tip of a very large iceberg. There's lots of good info out there on the Net. For further reading you could try the Cambridge in Colour Digital Photography Tutorials
which covers the above and much
more far better than I can.