MacAir and external hard drive :)?

I have a Macbook Air and a external harddrive (iomega) that is 1T big. I know how to back up files but sometimes when it askes me to save my files it will say something like save it to hard drive or the external one (iomega). I save to regular hard drive because i wasn't sure if i save it to the external one, if it would only work when plugged in. They say if you want it to run faster (the computer) then you back up files to the external hard drive and delete them off your computer. How do I uninstall programs on my comp? Please help!!!! I'm new to macs and external hard drives.