I'm new to all of the stuff so any help is much appreciated. Is having one of your keywords in the URL a bad thing? My main keyword is 'datadot' and most of my pages have datadot in the page name. I didn't do this with SEO in mind, it's just what I named my pages. For example: http://www.frontierid.com/whatisadatadot.html http://www.frontierid.com/whatcandatadotsprotect.html http://www.frontierid.com/buydatadots.html
It's a good thing to have the keyword in the URL. Search engines such as Google uses it as one of the factors to determine whether or not your webpage is relevant to the search term. Do any search in Google, for example "cheat" and look at the URLs of the results. Anything that contains that keyword is highlighted. Therefore as well as helping to increase your relevancy to that search term, it also makes your website a little bit more visible compared to other results. Obviously it's not the only factor but it definately helps.
Keywords in the URL are good for rankings. Just make sure you dont overdo it. Cramming tons of keywords in the URL can be seen as spammy. I wrote an article on this topic in my blog here: keywords in URL
It's definitely a good idea. You might want to use hyphens to separate words. Google can pick out words from within a string of text, but some other engines can not.