Marc,
 
Quoting from Charlie Papazian, "Relax, don't worry, have a homebrew!"
Your description tells me your bees are doing fine!  Comb between the
frames where the queen cage sits is normal.  Such comb is called burr
comb and you will get to know burr comb well.  Relax, don't worry.
You did not say, but I trust you removed the burr comb before you moved
the queen cage between different frames?  If you didn't, you should - it
will only get worse if you don't.
 
Six days without releasing the queen is not beyond what can be expected.
Poking the hole in the candy was the right thing to do, so you can relax
and not worry.  Your queen is probably out and laying by now, but with
the current weather forecast you probably won't get to check until next
Tuesday, at which time I'll bet 10 homebrews to your one that a) the
queen will be released and laying, b) there will be more burr comb
hanging between the frames where the queen cage (now empty) is located
and c) there will be eggs in the burr comb.  It hurts, but don't be
tempted to leave the burr comb with eggs - it will only get worse and be
in the way later.  At that time remove the queen cage and burr comb,
slide the remaining frames together tightly be happy and exhilarated
about your new hobby and relax, don't worry.  You also need not be
concerned about the bees hanging onto the queen cage.  That's what they
do.  In fact, some will continue to hang on the cage even after the
queen is gone.  Queen pheremones are powerful stuff!  Relax, don't
worry.
 
Good books? I second the vote for _The_Hive_and_the_Honey_Bee_.  It
contains more information than you are most likely to ever need.  And,
if you follow the advice about joining the Worcester County Beekeepers
Association, they may have a coupon that will get you a few bucks off
the purchase price, and they're also a nice bunch of people to relax
with.  You may also want to check out _The_ABCs_and_XYZs_...  Both books
are available for loan to members from the WCBA, which has one of the
most extensive libraries of beekeeping books that I have ever seen.
 
Sounds like you're doin' fine.  If spring ever arrives in ernest you'll
have plenty of fun times ahead!
 
Aaron Morris - I think, therefore I bee!