Did you get a chance to read any of the page that I linked to above? That should answer a lot of your questions. Particularly this section:
WordPress.com Cons
* We provide 100+ themes (and adding more every day) which you can modify and edit the CSS, but you cannot run a custom theme*
* You can’t hack the PHP code behind your blog*
* You can’t upload plugins
* The VIP program on WordPress.com for high-traffic and high-profile sites allows you to run custom themes, custom PHP code, ad code, and WordPress plugins.
This may be of help as well.
New To WordPress – Where to Start
– just to clarify things, primarily because you did not respond to my suggestion that you might be hosted on wordpress.com, is your blog a free wordpress blog hosted by wordpress.com, or did you install wordpress on your own host? (Godaddy, Bluehost, etc…)