These are all good questions, and not all easily answered.
1. I installed and ECS Scandoubler and the bottom 1/3 of my LCD monitor is unused. I guess with VGA you can’t use a widescreen monitor. Is the solution to get a 4:3 ratio LCD?
A 4:3 LCD is an excellent way to go for sure over a widescreen if you're using typical built-in screen modes and don't want to look at large areas of wasted real estate. Are you using an NTSC or PAL machine?
2. If I download an application using my windows machine how do I get it on my Amiga.
There are lots of ways to go about this. Assuming you're using OS 1.3, do you have a hard drive attached and in use?
3. If I am in the middle of playing a game and I want to end it and go back to the workbench is their a key shortcut?
That totally depends on the game. A lot of games have a menu you can access to quit and drop back to WB. Sometimes you can slap ESC to find that menu. What game are you playing and getting stuck in? It only works if you didn't boot the game from a disk, but launched it when WB was active first.