Jof,
Here are a few tips and definitions..
An 'Interval session' is a running session where, after warming up, you run fast for a set distance or time; then jog or walk for a set distance or time; then repeat that as many times as necessary.
For example, if I did a session of "Intervals: 8x800m, 400m recovery", this means I'd:
1. warm up;
2. run fast for 800m;
3. jog or walk 400m;
4. repeat steps 2+3 seven more times;
5. Cool down by jogging home; have a shower!
It can also be done with times, such as, "8x5mins fast, 4mins recovery".
A "tempo run" is simply a run in which you start at a jogging pace, and smoothly accelerate so that for a little while in the middle of the run you are running at a quite fast speed; then decelerate again to a jog at the end. Obviously the speed at which you peak depends on the length and difficulty of the run.
"Fartlek" is the easiest. All a fartlek run is is running steadily, picking a landmark anywhere between 100 metres and a kilometre away, running fast to it, jogging til you recover, then doing it again with another random landmark. Sort of like improvised intervals. It's good fun. :)
As for how often, you should aim to do no more than one speed session a week at first. Later on, you can add another, if you're getting faster and fitter; but adding more than one moderate speed session at a time is really asking for trouble. Probably best to do fartlek or a tempo run first of all; intervals, when done properly, are rather more demanding and are best not used as your introduction to speedwork IMO.
Good luck! :)