The difference between the two filters shown in the pic seems to be that one is a porta-filter for the "pod" system, and the other is more of a traditional porta-filter. The traditional porta-filter appears to have all of the standard inserts, plus a couple that I've never seen. As for making your espresso, I second what Paul said: run at least one round of water through the machine. I recommend that you only make double shots, in lieu of singles, because the machines are best suited to it, and will produce a more consistent shot. Fill your portafilter loosely with the coffee, and with a tamper, pack with about 40psi. This is kind of the hard part, but it will come with practice. If you get your hands on a steel tamper, they should have a depth of about a quarter inch. You'll want the top of the tamping end to sit just barely above the rim of the filter, maybe a millimeter or so. Espresso is separated into two parts: the body and the crema. The crema is the ligher brown foam that sits on top of the body, and when you're pulling your shot, will be the best indicator of completion. When the espresso coming out of the filter is almost all crema, and the crema itself begins to turn lighter in color, your espresso is ready. If you plan on drinking it straight, then enjoy! Otherwise, get the steamed milk or flavored syrups into the espresso as quickly as you can. There's a book that will give a lot of in depth information on this, and all things coffee called The Professional Barista. It's a good read. Edit: A double shot of espresso should yield between 1 and 1.5 oz. Also, just steaming the milk will give you a good amount of very fine foam. You can find steel pitchers in specialty food stores, and restaurant supply stores, and with practice, you'll be able to eyeball the appropriate amount of milk and other ingredients.
