Reeforbust,
The moon can be an exception to night shooting. If you use a long exposure, you'll just get an over-exposed white blob with RGB values of 255,255,255. The moon is really in full daylight, if you think about it, and you have to expose it as such. Unfortunately that means the stars in the background will be exteremely under-exposed, but you could composite two images. Search on these forums for "moon" or "shoot the moon" and you'll find some great tips and examples.
Sophia,
Nothing should move relative to the camera for the duration of the exposure--whether that's the camera moving, or the subject(s). Though you can get some cool effects with this, as seen in some of Bryan's pics. If you lock the focus on the foreground, it's very likely that the background will be in focus unless you're zoomed all the way in (with a wide aperture and full zoom, your DOF is shallower). There may be a simpler way to do this, but my normal routine for locking the focus on an object that isn't in the center of my frame is to first center that object, half-press the shutter button until it acquires focus, then, while still holding the shutter halfway, press the manual focus (MF) button. That locks the current focus, and allows you to manually alter it if you want, using the wheel. Then I reframe the shot, and take the picture. You could skip the MF if you were shooting by hand, but I'm assuming you're setting the camera up on a tripod and then using the timer/remote to capture yourself with friends--that's where the MF trick is handy. Once you've locked focus, you can release the shutter button, walk into the foreground, and trip the shutter with the remote.
If you listen carefully, you can hear the shutter click closed after the exposure is finished, and then you can move.