Hi, I am pretty new to this game and I looking through the forums pretty much, however I havn't found a thread on what the diffrent types of decks you guys talk about "all of the time" means. Like Burn or Control ... could someone give me a brief discription or a link to one, I would be thankful.

Welcome! Your best bet is to look through the Deckbuilding Forums for examples of these types of decks. Really briefly, a "burn" deck refers to a Targ deck that focuses on cards that reduce strength + cards that kill/discard characters when their str reaches zero (often the same cards but not always, see your copy of Forever Buring and your copy of Flame-Kissed, can be used together to get rid of a str 3 character). There are many types of control decks, Lannister kneel was a very popular build for a while, based on card combos that kneel all of your opponents characters.
Here is a thread with some powerful decks and contains several examples of Targ burn.

http://www.fantasyflightgames.com/edge_foros_discusion.asp?efid=20&efcid=4&efidt=353432&efpag=0#354851

Hope you enjoy playing!

Thanks! I've tried looking at different decks like a "burn" deck but I didn't understand why it was a burn deck, what part of it. Know I know a little better...

Well burn has been explained I'll take on control and a couple of others.

A control deck is one which seeks to reduce the opponents choices, most often this involves reducing their choices of who can participate in challenges, but it also can be used to describe a deck that reduces ones ability to maintain cards in hand or reduces their ability to put cards into play. A lot of decks have control elements, but the deck itself may not focus on locking down the opponent, just hitting them when and where it matter smost, these are also known as disruptive decks. A deck that seeks to use all out aggression (the best defense is a strong offense) seeking to win by just overwhelming you is called an Aggro deck. A Rush deck is one which seeks to win before you have a chance to really get your deck running. This kind of deck looks for a round 2 win as often as possible and usually closing out the game by round 3. Another deck type is the Delayed Rush which like the Rush seeks to close out the game as fast as possible, but often tries to lull the opponent(s) into a false sense of security. The first couple of rounds often have little aggressive or controlling action as they get the proper pieces in hand or into play, and then in a surprise onslaught grab enough power in two turns to end the game.