does this address get sent with all internet sites I am looking at?
Yes, think of it as a return address on an envelope. If you send something out without one, how could they respond to you.

can this address be blocked or covered from anyone else seeing it?
You could use a proxy, so that the last destination doesn't see your address, but instead sees the proxies address. The proxy will still have your address though.

if I am using more than one computer(networked) ,is the address the same for each machine if they are on one DSL line?
If you're behind a NAT'd router, then they will all have the same external IP address

I have heard of ghost programs,,,,,, do these work and how?
Ghost is a program used to duplicate HDs, and doesn't really apply here so I figure you have your terms mixed up. Maybe you're refering to a proxy? This works by sending requests to an intermediary who in turn makes your requests in its own name and then sends you back the data. To the end node it seems like the proxy is talking to it, when in fact you're talking to it through the proxy.