Basically in P mode, you can futz with these:
       - flash on/off
       - exposure compensation  ( e.g. -1.0 to shoot black dog, +1.0
         or more for that lovely snowy scene)
       - ISO setting (100 up to 1600 trading noise off against being
         able to shoot at faster shutterspeeds at a given light
         level)

Tv is like P mode except you're forcing it to a given shutter speed

Av is like P mode except you're forcing it to a given aperture to
achieve a given depth of field .

Get the Hove Fountain cbook on the 350D, or th eMagic Lantern
book--they'll teach you far better than the manual.  

Enjoy your camera.

Best Regards,
--
Todd H.  
http://www.toddh.net/

One thing that is not clear in the manual is the flash behaviour differences
in P mode verses Tv, Av, and M.  Have a look at:
http://photonotes.org/articles/eos-flash/

Basically P mode will always try to keep at least 1/60s minimum shutter
speed even if it means that the nonflash part of the exposure will be
underexposed and the flash exposure may become the dominant source of light.
This leads to the typical picture with bright forground subject and dark
background.

Av and Tv modes will meter for the non-flash case just like you didn't use
flash so the background will be fully exposed.  The flash will fire and the
flash exposure will brighten up the foreground subject additionally giving
the effect commonly known as fill-flash.  This can lead to very low shutter
speeds in low light or large apertures, be careful to get what you want.  Of
course you can use exposure compensation and flash exposure compensation in
the camera to change the ratio of flash to ambient lighting.

Manual mode lets you select how much ambient exposure you want with the
meter and the flash exposure portion is automatic to light the foreground
and adjustable with the flash exposure compensation.

DEP mode with flash seems to be the same as P mode if the flash is enabled.