Is there something wrong for me?
Nothing wrong. You are downloading the blockchain from other nodes. There are 77095 right now. When you catch up you can start looking for new blocks with us. Don't get too excited though, all together we average about 6 an hour and there are thousands of computers working so it'll probably be a while until you get one. I've gotten 8 in about 8 weeks, but it is harder now than when I started, and I had 2 computers going for a while.
This is a great FAQ question. Just a thought here....
Should there be something of a FAQ that is distributed with the client and can be accessed from the help menu option? All I'm suggesting here is that the contents of the Wiki FAQ pages should be copied into the software and displayed, or at least it should open a browser page to the FAQ pages on the wiki.
That sounds like a good idea to me. Just the uncontroversial technical basics, no econ or social type questions.