Do you remember if you saw the original or the director's cut? I preferred the director's cut myself - found it much more straightforward to follow. Also reading some analysis on the web helped tremendously - it has quite the cult following itself.
God Lynne, I can't believe I'm just now seeing this post from you. I'm sorry.
I have the Director's cut DVD. It doesn't help me much though. I'm still very confused.
I'm not exactly a "deep thinker" if you know what I mean.