New z-shell user

Hi,

I've just downloaded the following files and have been tinkering with using zsh on my NT box.

Z-shell executable:

ftp://ftp.blarg.net/users/amol/zsh/zsh.exe.gz

Unix Utilities:

http://homepage.mac.com/shadowboxer/unxutils.exe

First impressions are good but I have 2 questions. Firstly, where can I get some installable man pages? Secondly, why can't I seem to get 'here documents' working correctly.

In the following example the 'heredoc' doesn't pick up the closing string, '!!'.

ZSH$ cat << !!
heredoc> hello world
heredoc> !!
heredoc>

And in this example, I have no idea what is happening. I can confirm that cat <filename> would work however.

ZSH$ cat << EOF
heredoc> hello world
heredoc> EOF
zsh: permission denied
ZSH$

Any ideas?

Damian