10 points-- Help me to understand a few last things in this electric circuit

1)Are these 2 big capacitors
http://www.flickr.com/photos/76342179@N0…
the so-called "filters"? Or are they just capacitors? (And what's the difference between a capacitor and a filter?)

#2)Why is the led insulated?

#3)Why did they put different types of capacitors (big ones, small ones, disk-ceramic ones)?

#4)Why are there transistors? (What is a transistor? --I've found a few explanations but they were not good, so I still dunno what a transistor is.)

#5)What are these 2 small, shiny little things?
http://www.flickr.com/photos/76342179@N0…

#6)How to get a electric shock with a capacitor?
(I've heard that's possible)

I can help with some of these.

1) Capacitors can act as a type of filter, essentially guarding the device from electrical spikes. Capacitors can be thought of as big buckets that hold charge, if you are trying to just let a trickle of water go through your circuit (it's actually electricity but the analogy is pretty close), then a giant wave hitting it would damage things. If you have a bucket to catch some of that wave it won't damage the circuit as much. In this way, it can act to "filter" out large surges of electricity, much like a surge protector does (they are just specially designed capacitors).

2) There are probably multiple reasons to insulate the LED. The first I can think of is to try to keep the rest of the circuit from heating up when it is turned on, as LEDs can get warm. The second would be to protect the LED part of the circuit from having a short in it, if something touched it.

3) Capacitors can be used for many different things, one of which is "filtering" electricity like I discussed above. The second, and arguably more important, is to hold charge so that when the circuit is no longer attached to a power source it can still provide a current and keep the important parts running. Different sized capacitors would be used for different parts of the chip, storing larger or smaller charges based on what each specific part of the circuit needs when the power is unplugged.