Questions about setting up website

Hey everyone,
Had a few questions about setting up a website that I was hoping you could answer:

1. If you register a domain at a website, say website 1, and you set up hosting at website 2, how do you connect website 1 to website 2? In other words, how do you set it up so that when a user go to the domain you registered, it will go to where you are hosting your website?

2. What is the main difference between getting hosting on a linux server as opposed to a Windows server? It looks like most websites have some type of content management system, so what differences would each bring?

3. Does anybody have experience with using godaddy or hostgator? Especially with Ruby on Rails? Any other suggestions?

Thanks in advance!!

1) Yep, pretty common
2) Not much for basic stuff
3) No experience here

1. you set DNS records to point your Domain to your actual hosting site once your account is set up.
2. not really any different, if you need ASP, usually you go windows, otherwise not much difference
3.GoDaddy is a good registar to use.

Also look at 1AND1 dot com