Yeah, the next steps are the walkthroughs and tutorials online to show how to import keys, generate keys, change settings and what they mean, etc.
As for the speed at which the application works, that's expected. The processor in these devices aren't fantastic, but they work. In our speed trials, the smaller keys are relatively fast while the larger keys are slower. For example, an RSA 1024-bit key encrypting an average-sized message takes about 3-5 seconds. Decrypting that message with that key is about 10 seconds. Creation of that keypair (on the device) is anywhere from 1.5-2.5 minutes. DH keypairs are about twice as long to generate, about five times as long to encrypt a message and about twice as fast to decrypt (for the same size keypairs). Generating a 4096-bit key for either type is currently impossible on the device (as it takes longer than 10 minutes to do and after 10 minutes the BB OS thinks the thread is stuck so it kills it), but you can import them for use.
We're hoping the Bold (and successors) with it's better processor will be quite a bit faster.
However, the speed of the 1024-bit is fast and more than enough protection for the common user, and since the device does all the encryption/decryption, you can be sure that your messages are protected from point-to-point. Fair trade, in our opinion.