Shoes and cleats

Hey ladies

I am about to switch from pedals with toe-clips to clipless pedals. So, I got some diadora road shoes this week.

But the shoes came without cleats on the outside - just the fixings inside the sole.

My questions are:

• do all types of cleats work with all pedals - or do you need to buy ones that are designed for each other?
  
• And, will all cleats fit all types of shoes?
  
• Or, do you have to find a shoe-cleat-pedal combo that all fits together?
  
  

I could go to the LBS and ask ... but That Bloke is always there - who was is always a teency bit too patronising and asked rather too many questions about how well the lycra shorts fitted when I tried them on ... eeuww.

So any answers from non-patronising ladies (or gents) much appreciated.