This is a bad bad time to be a new hockey fan. It's borderline embarrassing how much of a circus this year has been so far.
Honestly, to the OP, I would go to best buy, or moviestop, or whatever well stocked dvd retail store there is around you and purchase the Red Wings box set. In my opinion, it includes the essentials of what a Red Wings fan should see, know, and remember. The battles between them and Colorado, the cup wins, and the most intense moments of Red Wings playoff history. Buy it, watch it, all of it, yes it's 5 cds two-sided but do it anyway, learn from it, love it. I went back and watched a few of those games again, remembered the knot in my stomach before a Wings/Avs regular season game and how much was on the line, and the intensity, and the passion.
Don't be discouraged by the events going on currently in the NHL. It's worth the wait in the long run.