I'd also recommend this: https://en.bitcoin.it/wiki/Coin_analogy - It helps explain why change is created and why inputs are used the way they are... and how outputs are created.
As for your transaction, if you can post the Transaction ID, it would be easier to tell exactly what has happened, but I'm guessing you have simply sent the amount you wanted to the Exchange and the "change" has been returned to a change address in your wallet.
If you look on the "Addresses" tab, you should be able to see the 2nd "unknown" address... (you may need to expand the "Used" and/or "Change" sections)
Oh that's great thanks for the help I was really confuse on how to get these information.
I have an idea now on how these outputs are created and why there's a 'change' that I used to think of what really is.
Thanks for help HCP, I appreciate it I'll lock the thread now.