The cleats are to be used with the red sole with all the holes in it. Basically it is the most intricate slide because you can add stop or slide to just one section of the foot...like for instance, your big toe area seems to stick, you throw a slicker cleat onto that spot and your slide should be good.

The metal thing is a Cleat picker, allows you to pick the cleat out of the sole and replace it.

And yes they will get more comfortable. Give it a few days.
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"Strike for show, spare for dough"
Im A Hammer Head 100%
http://ryman624.googlepages.com

I can't imagine that you think they're not as comfortable as you thought they would be. While not having tried Dexters and not knocking them, my ABS's are the most comfortable bowling shoe I've ever worn. What type of feet do you have?
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No, my name is not Prince and I'm not particularly funky.