Please provide a lot more details regarding how clicking "New" doesn't work. Where exactly are you clicking New, and what happens when you do?
If you start from a blank timeline, it is critical that you select the correct project settings that match the footage you will be using, otherwise playback speed will be wonky and other issues are likely to arise. the correct settings depend on the footage you will be working with, so you need to determine the exact details of your footage's format.
Are you preview rendering within the program before you playback?
Downloading plug-ins is as simple as clicking the download button. Its it the actual downloading that is giving you trouble, or using the plug-ins? Are you referring to the AlamDV plug-ins or the presets from the presets library?Using AlamDV plug-insInstalling new presets
There are many other useful articles in the knowledgebase as well. You might find it beneficial to look through the knowledgebase and the rest of the support areas when questions arise regarding the software.