You cannot embed the shopping cart in an iframe. It will either appear as an overlay on your site or appear in a new window. If you are using Flash on your website you will likely need to make the Flash transparent so that our cart shows through -- the help page I linked to you in a previous thread goes into more detail on that:
http://www.e-junkie.com/ej/help.flash-shopping-cart.htm
Our cart can be customized via CSS and other settings which you can add into your View Cart button code, see here for details:
http://www.e-junkie.com/ej/help.custom-cart.htm
Regarding conversion tracking, all of your questions about when the buyer is redirected and whether or not you should use a thank you page of your own are covered here:
http://www.e-junkie.com/ej/help.tracking.htm
http://www.e-junkie.com/ej/faq.tracking.conversions.htm
The page your emails link to after a sale behave slightly differently depending on what kind of email the buyer is getting.
The Common thank you email which is sent out for every order and edited via Seller Admin > Edit Account Preferences links to a thank you page that covers your entire order. If you replace our page with one of your own, it will link to your page.
Product emails link to a page that ONLY contains information and download links for that product. If you replace our page with one of your own, this link still goes to a basic page on our site. It only contains the thank you page settings for that one product.
If you are concerned about tracking you would probably want to disable your product emails, we have them on by default "just in case" so that new users don't accidentally prevent buyers from getting their links by turning off some of their email settings, but it really isn't necessary to send out both the common thank you email AND a product email that each contain different ways to download the same product. You can read about editing your email settings here:
http://www.e-junkie.com/ej/help.email.htm
One thing to note is that we've taken care to put everything necessary into place as it is. You don't have to micromanage every account setting to sell successfully through our cart because everything is in place to begin with. You might want to consider using your trial time to get some basic tests done on your sales to better understand how everything works with normal settings before diving in to get everything perfectly tuned in one fell swoop.