So we got our car seat last weekend as a shower gift, along with some other head support stuff. Now I am confused after looking at it more.

We got the Chicco KeyFit car seat, which has an infant insert. Do you use some other support with it? Is it optional? We also received one of these:
http://www.buybuybaby.com/product.asp?SKU=18767902&

but I am not sure if it is supposed to be used with the insert or not.

We also have one of these: http://www.buybuybaby.com/product.asp?SKU=18054680&

I guess I'll put it in the stroller? I have no idea what to do with this stuff...Ha!