Druss:
Yes, the gyro was installed like that, but since you asked I am not also concerned about it, because on the protech website the gyro is installed differently...maybe I should try and re-mount it as indicated on the images?
I am charging all the batteries now. The Hitec manual says it requires at least 12h charge (it is charging at low charge current), so I will be testing everything tomorrow after work.
About the manual it's really weird, but the online document is different from what I got printed out. This one does indeed have some tips on how to connect everything. I will still test all of it with a multimeter for correct voltages before plugging it in (don't want to fry the only usable rx I have and wait 2 weeks for shipping). The radio setup will be difficult indeed. I have tried going through the manual, but something like half of the terms is not directly clear to me (because english is not my native language and avionics terms are uncommon to me). I think it would make sense to just plug everything in except the motor and just do it step by step looking up terms on wikipedia. It seems that the manual explaining those setup parts is a bit more detailed, than the assembly part, so I hope it will be easier.
About the battery I was somewhat confused because Hitec shipped an rx battery. I don't know for what reason did they do it, but I think it's good, as I now can use it for testing without worrying about frying the servos, as the pack is 4.8V.
redvtr1000:
This price is mainly due to my location. We have all these nasty taxes for when you import stuff, plus I made a mistake ordering it through a local company, which (I presume) wanted profit from this and inflated the price. I know that in US (looking at online shops that ship to US only) you can easily get the same heli for something around $400 as you mentioned.
I will definitely check the videos you suggested. I think any info will be of help to me at this starting point.
The ESC handling the voltage makes sense. Since the required components listing on the website for the RTF version didn't include the rx battery pack, it should be the case, that the esc is cutting the main battery voltage. The rx battery pack would have added a lot of weight. It's something like 150 grams.
The batteries I got were 2 flight power 2200. I thought I actually got them for a decent price, because I seem some online shops in Germany selling them for 89 euros without shipping. This would have totaled a lot more, than $90. But yes, like I mentioned, the price was likely to have been increases by this local dealer I ordered it from. I will need to find some online shop shipping in all european countries (I actually tried ordering from US and got $180 for shipping estimation

).
I was reading the tx manual (I got tx only today, but the heli got shipped 2 days ago...thats when I had a shock while reading the assembly manual) and it seems more comprehensive actually. For the most part it described plane setup, but the heli part is good enough, at least it shows how to plug in the Hitec supplied rx into the model, so hopefully I will be allright. I think nothing bad will happen if I connect a servo into the wrong pins as long as I don't try to fly like that (and flying is a long way from now).
I think I understand the most important parts now and I will try connecting the cables tomorrow and see what happens. Combining the Hitec and the online version of zoom manuals started to make much more sense than the bare zoom manual.
Thanks guys, I really appreciate your help and tolerance to noobish questions. I'll post an update tomorrow.